+231.2%
GDXJ vs ADM
+133.7%
+97.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.3% |
| 7D | -8.1% | +4.2% | -12.3% | -9.0% |
| 30D | -5.5% | -12.8% | +7.4% | -2.3% |
| 3M | -14.6% | -8.5% | -6.1% | -13.1% |
| 6M | -23.2% | -10.9% | -12.3% | -21.5% |
| YTD | -13.0% | +29.4% | -42.4% | -20.1% |
| 1Y | +2.8% | +27.5% | -24.8% | -5.3% |
| 3Y | +221.5% | +10.3% | +211.1% | +201.0% |
| 5Y | +123.4% | +27.4% | +96.0% | +99.9% |
| All | +231.2% | +133.7% | +97.5% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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