+185.4%
GDX vs ADM
+24.5%
+160.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +13.6% | -9.0% | +22.7% | +15.5% |
| 30D | +2.5% | -14.0% | +16.5% | +5.1% |
| 3M | +4.4% | -9.2% | +13.5% | +5.7% |
| 6M | -5.2% | -9.2% | +3.9% | -4.3% |
| YTD | +2.1% | +24.2% | -22.1% | -3.9% |
| 1Y | +24.7% | +27.0% | -2.3% | +16.8% |
| 3Y | +211.3% | +6.6% | +204.7% | +197.5% |
| All | +185.4% | +24.5% | +160.9% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling