+211.5%
GDX vs IWF
+1,119.7%
-908.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +4.0% | +1.5% | +2.5% | +3.1% |
| 30D | +9.5% | -1.3% | +10.7% | +10.3% |
| 3M | +25.1% | +0.1% | +25.0% | +25.2% |
| 6M | -2.9% | +10.3% | -13.2% | -7.3% |
| YTD | +14.7% | +4.2% | +10.6% | +13.0% |
| 1Y | +47.4% | +9.3% | +38.1% | +41.6% |
| 3Y | +259.7% | +79.3% | +180.3% | +159.3% |
| 5Y | +227.7% | +73.8% | +153.9% | +134.5% |
| 10Y | +289.0% | +410.9% | -121.9% | +31.3% |
| All | +211.5% | +1,119.7% | -908.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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