+158.4%
GDX vs IEF
+90.9%
+67.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -6.8% | -2.0% | -4.8% | -5.4% |
| 30D | -2.1% | +0.7% | -2.8% | -2.6% |
| 3M | -7.5% | -2.5% | -5.0% | -5.7% |
| 6M | -15.2% | -2.6% | -12.6% | -13.3% |
| YTD | -4.8% | -3.2% | -1.6% | -2.2% |
| 1Y | +6.7% | -3.0% | +9.8% | +9.6% |
| 3Y | +212.7% | +10.5% | +202.2% | +195.2% |
| 5Y | +151.7% | -8.2% | +159.8% | +160.5% |
| 10Y | +330.3% | +6.7% | +323.6% | +330.5% |
| All | +158.4% | +90.9% | +67.5% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling