+124.4%
GDX vs IEFA
+215.2%
-90.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | +4.0% | +1.2% | +2.8% | +3.1% |
| 30D | +9.5% | -0.6% | +10.1% | +10.1% |
| 3M | +25.1% | +6.2% | +18.9% | +20.6% |
| 6M | -2.9% | +11.2% | -14.1% | -8.4% |
| YTD | +14.7% | +14.2% | +0.6% | +6.9% |
| 1Y | +47.4% | +20.0% | +27.4% | +33.4% |
| 3Y | +259.7% | +68.8% | +190.9% | +167.1% |
| 5Y | +227.7% | +52.7% | +175.0% | +152.8% |
| 10Y | +289.0% | +144.2% | +144.7% | +136.8% |
| All | +124.4% | +215.2% | -90.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IEFA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling