+315.3%
GDX vs ADM
+171.4%
+143.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.6% |
| 30D | +9.9% | +8.2% | +1.7% | +8.2% |
| 3M | +28.2% | +8.7% | +19.5% | +25.8% |
| 6M | -2.9% | +29.1% | -32.0% | -8.1% |
| YTD | +16.0% | +53.7% | -37.7% | +6.1% |
| 1Y | +49.9% | +43.2% | +6.6% | +38.8% |
| 3Y | +263.6% | +21.4% | +242.2% | +242.1% |
| 5Y | +233.6% | +67.1% | +166.5% | +195.8% |
| 10Y | +315.3% | +176.6% | +138.7% | +212.8% |
| All | +315.3% | +171.4% | +143.9% | +212.8% |
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