+214.2%
GDX vs ADM
+249.2%
-35.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | +3.8% | -4.2% | -1.6% |
| 30D | +18.6% | +9.8% | +8.9% | +14.8% |
| 3M | +14.9% | +2.1% | +12.8% | +13.5% |
| 6M | -6.3% | +27.5% | -33.8% | -14.2% |
| YTD | +15.7% | +50.2% | -34.5% | +0.4% |
| 1Y | +54.8% | +40.6% | +14.3% | +36.7% |
| 3Y | +253.4% | +17.2% | +236.2% | +221.5% |
| 5Y | +219.7% | +61.9% | +157.8% | +155.3% |
| 10Y | +300.2% | +159.3% | +140.9% | +155.3% |
| All | +214.2% | +249.2% | -35.1% | +50.1% |
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