+259.7%
GDX vs ICE
+41.9%
+217.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | +4.0% | -1.2% | +5.1% | +4.3% |
| 30D | +9.5% | +5.0% | +4.5% | +8.1% |
| 3M | +25.1% | +13.9% | +11.2% | +20.6% |
| 6M | -2.9% | -4.4% | +1.5% | -1.8% |
| YTD | +14.7% | -1.9% | +16.7% | +13.9% |
| 1Y | +47.4% | -8.1% | +55.5% | +50.8% |
| 3Y | +259.7% | +42.5% | +217.2% | +209.9% |
| All | +259.7% | +41.9% | +217.8% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling