+177.3%
GDX vs ADI
+1,561.8%
-1,384.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +13.6% | -12.8% | +26.5% | +17.2% |
| 30D | +2.5% | -11.3% | +13.8% | +5.3% |
| 3M | +4.4% | -3.4% | +7.7% | +4.9% |
| 6M | -5.2% | -12.0% | +6.8% | -2.8% |
| YTD | +2.1% | +35.3% | -33.1% | -5.4% |
| 1Y | +24.7% | +58.1% | -33.4% | +11.3% |
| 3Y | +211.3% | +127.4% | +83.9% | +148.2% |
| 5Y | +186.7% | +114.6% | +72.1% | +127.9% |
| 10Y | +285.3% | +589.3% | -304.0% | +115.8% |
| All | +177.3% | +1,561.8% | -1,384.6% | +4.5% |
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