+54.8%
GDX vs IEF
-0.2%
+55.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | -0.4% | -0.3% | -0.1% | +0.5% |
| 30D | +18.6% | -0.8% | +19.4% | +21.5% |
| 3M | +14.9% | -1.0% | +15.9% | +18.6% |
| 6M | -6.3% | -2.8% | -3.5% | -2.2% |
| YTD | +15.7% | -1.5% | +17.2% | +23.5% |
| 1Y | +54.8% | -0.4% | +55.3% | +63.0% |
| All | +54.8% | -0.2% | +55.1% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling