+189.5%
GDX vs ADM
+188.3%
+1.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +15.6% | -7.8% | +23.4% | +18.4% |
| 30D | +2.4% | -12.6% | +15.0% | +6.6% |
| 3M | +1.7% | -8.2% | +10.0% | +3.9% |
| 6M | -3.3% | -8.9% | +5.6% | -1.5% |
| YTD | +6.6% | +24.0% | -17.4% | -2.1% |
| 1Y | +27.0% | +26.2% | +0.8% | +15.8% |
| 3Y | +243.4% | +7.0% | +236.4% | +219.8% |
| 5Y | +194.2% | +24.9% | +169.3% | +155.1% |
| 10Y | +310.1% | +102.6% | +207.5% | +183.4% |
| All | +189.5% | +188.3% | +1.2% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling