-0.1%
GDX vs ADVB
-67.7%
+67.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.5% | +10.9% | +1.3% |
| 7D | +5.4% | -28.0% | +33.5% | +5.4% |
| 30D | -2.8% | -70.2% | +67.4% | -3.4% |
| 3M | +2.5% | -76.1% | +78.5% | +1.6% |
| 6M | -0.1% | -72.3% | +72.2% | -2.0% |
| All | -0.1% | -67.7% | +67.6% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling