+98.8%
GDX vs ADVB
-96.8%
+195.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.3% | -0.4% |
| 7D | -6.8% | +27.8% | -34.6% | -6.6% |
| 30D | -2.1% | -50.8% | +48.7% | -2.2% |
| 3M | -7.5% | -70.5% | +63.0% | -7.8% |
| 6M | -15.2% | -46.7% | +31.6% | -15.8% |
| YTD | -4.8% | -56.7% | +51.9% | -5.9% |
| 1Y | +6.7% | -71.8% | +78.5% | +4.5% |
| All | +98.8% | -96.8% | +195.7% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling