+110.6%
GDX vs ADVB
-97.4%
+208.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.4% | -5.4% |
| 7D | +11.5% | -4.1% | +15.5% | +11.4% |
| 30D | -3.1% | -60.3% | +57.1% | -3.5% |
| 3M | -4.4% | -73.3% | +68.9% | -5.0% |
| 6M | -8.6% | -65.9% | +57.3% | -9.6% |
| YTD | +0.8% | -63.9% | +64.7% | -0.5% |
| 1Y | +14.7% | -74.1% | +88.8% | +12.4% |
| All | +110.6% | -97.4% | +208.0% | +119.5% |
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