+24.8%
GDX vs ADVB
-76.7%
+101.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.5% | +13.6% | +9.1% |
| 7D | +0.8% | -29.5% | +30.3% | +1.2% |
| 30D | -3.2% | -66.9% | +63.6% | -2.3% |
| 3M | +8.6% | -73.7% | +82.3% | +9.6% |
| 6M | -1.2% | -64.8% | +63.5% | -3.7% |
| YTD | -1.4% | -64.0% | +62.7% | -4.3% |
| 1Y | +24.8% | -77.0% | +101.8% | +35.1% |
| All | +24.8% | -76.7% | +101.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling