+177.3%
GDX vs ADM
+188.8%
-11.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +13.6% | -9.0% | +22.7% | +16.9% |
| 30D | +2.5% | -14.0% | +16.5% | +7.2% |
| 3M | +4.4% | -9.2% | +13.5% | +6.9% |
| 6M | -5.2% | -9.2% | +3.9% | -3.4% |
| YTD | +2.1% | +24.2% | -22.1% | -6.3% |
| 1Y | +24.7% | +27.0% | -2.3% | +13.5% |
| 3Y | +211.3% | +6.6% | +204.7% | +190.3% |
| 5Y | +186.7% | +25.0% | +161.7% | +148.5% |
| 10Y | +285.3% | +100.2% | +185.1% | +167.3% |
| All | +177.3% | +188.8% | -11.5% | +40.2% |
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