+122.7%
GDX vs ADVB
-97.4%
+220.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +4.4% |
| 7D | +15.6% | -1.2% | +16.8% | +15.5% |
| 30D | +2.4% | -61.4% | +63.8% | +2.0% |
| 3M | +1.7% | -67.8% | +69.6% | +1.1% |
| 6M | -3.3% | -66.9% | +63.6% | -4.4% |
| YTD | +6.6% | -64.9% | +71.5% | +5.2% |
| 1Y | +27.0% | -74.8% | +101.7% | +24.5% |
| All | +122.7% | -97.4% | +220.2% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling