+651.5%
ADI vs GDXJ
+237.3%
+414.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.7% |
| 7D | +4.6% | -2.8% | +7.4% | +5.1% |
| 30D | -1.2% | +5.0% | -6.1% | -2.1% |
| 3M | -7.8% | +24.1% | -31.9% | -11.5% |
| 6M | +19.3% | -7.4% | +26.7% | +19.7% |
| YTD | +40.9% | +10.2% | +30.7% | +36.8% |
| 1Y | +54.5% | +42.5% | +12.0% | +43.3% |
| 3Y | +123.4% | +285.7% | -162.3% | +74.3% |
| 5Y | +142.3% | +231.9% | -89.5% | +89.4% |
| All | +651.5% | +237.3% | +414.2% | +484.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling