+214.2%
GDX vs IEF
+94.3%
+119.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | +18.6% | -0.8% | +19.4% | +19.3% |
| 3M | +14.9% | -1.0% | +15.9% | +15.8% |
| 6M | -6.3% | -2.8% | -3.5% | -4.1% |
| YTD | +15.7% | -1.5% | +17.2% | +17.4% |
| 1Y | +54.8% | -0.4% | +55.3% | +55.9% |
| 3Y | +253.4% | +9.7% | +243.8% | +234.4% |
| 5Y | +219.7% | -8.3% | +228.0% | +229.2% |
| 10Y | +300.2% | +4.6% | +295.6% | +295.3% |
| All | +214.2% | +94.3% | +119.9% | +335.3% |
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