+221.5%
GDXJ vs ADM
+11.2%
+210.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.9% |
| 7D | -8.1% | +4.2% | -12.3% | -8.6% |
| 30D | -5.5% | -12.8% | +7.4% | -3.9% |
| 3M | -14.6% | -8.5% | -6.1% | -13.8% |
| 6M | -23.2% | -10.9% | -12.3% | -22.3% |
| YTD | -13.0% | +29.4% | -42.4% | -17.8% |
| 1Y | +2.8% | +27.5% | -24.8% | -2.7% |
| 3Y | +221.5% | +10.3% | +211.1% | +205.7% |
| All | +221.5% | +11.2% | +210.3% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling