GLD is a trust that owns physical gold.
GDX is an ETF index of gold mining stocks.
As you can see from the chart below, GLD has clearly been the better performer since the inception of GDX. (GDX would perform better if dividends were taken into account. However, it still wouldn’t make a difference.)
In my opinion, gold miners have spent way too much effort on mining the capital markets (e.g. you, me, your pension, etc.) and on chasing projects with terrible returns.