+310.1%
GDX vs ADM
+100.2%
+209.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +15.6% | -7.8% | +23.4% | +17.2% |
| 30D | +2.4% | -12.6% | +15.0% | +4.7% |
| 3M | +1.7% | -8.2% | +10.0% | +2.9% |
| 6M | -3.3% | -8.9% | +5.6% | -2.3% |
| YTD | +6.6% | +24.0% | -17.4% | +1.3% |
| 1Y | +27.0% | +26.2% | +0.8% | +20.1% |
| 3Y | +243.4% | +7.0% | +236.4% | +229.1% |
| 5Y | +194.2% | +24.9% | +169.3% | +175.1% |
| 10Y | +310.1% | +102.6% | +207.5% | +250.9% |
| All | +310.1% | +100.2% | +209.9% | +250.9% |
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