+214.2%
GDX vs ICE
+1,295.9%
-1,081.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +18.6% | +7.6% | +11.0% | +16.8% |
| 3M | +14.9% | +13.9% | +0.9% | +11.6% |
| 6M | -6.3% | -2.4% | -3.9% | -6.0% |
| YTD | +15.7% | +0.3% | +15.5% | +15.0% |
| 1Y | +54.8% | -6.4% | +61.3% | +55.9% |
| 3Y | +253.4% | +43.1% | +210.3% | +225.4% |
| 5Y | +219.7% | +42.1% | +177.6% | +193.1% |
| 10Y | +300.2% | +220.9% | +79.3% | +208.0% |
| All | +214.2% | +1,295.9% | -1,081.7% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling