+326.3%
GDX vs ADI
+631.6%
-305.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.4% |
| 7D | -6.8% | +9.5% | -16.3% | -8.7% |
| 30D | -2.1% | -1.4% | -0.7% | -2.2% |
| 3M | -7.5% | +4.7% | -12.2% | -8.8% |
| 6M | -15.2% | -7.4% | -7.7% | -14.3% |
| YTD | -4.8% | +48.1% | -52.9% | -12.6% |
| 1Y | +6.7% | +69.6% | -62.9% | -4.5% |
| 3Y | +212.7% | +144.4% | +68.4% | +155.3% |
| 5Y | +151.7% | +134.1% | +17.5% | +103.6% |
| All | +326.3% | +631.6% | -305.4% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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