+233.6%
GDX vs IEF
-8.6%
+242.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.3% |
| 30D | +9.9% | -0.6% | +10.5% | +10.9% |
| 3M | +28.2% | -1.0% | +29.2% | +30.2% |
| 6M | -2.9% | -3.1% | +0.2% | +1.8% |
| YTD | +16.0% | -1.9% | +17.8% | +19.7% |
| 1Y | +49.9% | -1.4% | +51.2% | +53.5% |
| 3Y | +263.6% | +9.8% | +253.8% | +223.0% |
| 5Y | +233.6% | -8.8% | +242.4% | +259.9% |
| All | +233.6% | -8.6% | +242.2% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling