+326.3%
GDX vs ADM
+133.7%
+192.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.7% |
| 7D | -6.8% | +4.2% | -11.0% | -7.4% |
| 30D | -2.1% | -12.8% | +10.7% | 0.0% |
| 3M | -7.5% | -8.5% | +1.0% | -6.4% |
| 6M | -15.2% | -10.9% | -4.3% | -13.9% |
| YTD | -4.8% | +29.4% | -34.2% | -10.0% |
| 1Y | +6.7% | +27.5% | -20.8% | +1.1% |
| 3Y | +212.7% | +10.3% | +202.4% | +198.9% |
| 5Y | +151.7% | +27.4% | +124.3% | +136.1% |
| All | +326.3% | +133.7% | +192.5% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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