+214.2%
GDX vs ADI
+1,555.8%
-1,341.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.6% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +18.6% | -3.8% | +22.4% | +19.8% |
| 3M | +14.9% | -15.3% | +30.1% | +19.6% |
| 6M | -6.3% | +6.7% | -12.9% | -7.9% |
| YTD | +15.7% | +34.8% | -19.0% | +7.7% |
| 1Y | +54.8% | +49.0% | +5.8% | +40.5% |
| 3Y | +253.4% | +108.1% | +145.4% | +188.8% |
| 5Y | +219.7% | +142.4% | +77.2% | +147.7% |
| 10Y | +300.2% | +589.9% | -289.7% | +124.9% |
| All | +214.2% | +1,555.8% | -1,341.7% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling