+123.6%
GDXJ vs ADM
+26.4%
+97.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.2% |
| 7D | -8.1% | +4.2% | -12.3% | -8.9% |
| 30D | -5.5% | -12.8% | +7.4% | -2.7% |
| 3M | -14.6% | -8.5% | -6.1% | -13.3% |
| 6M | -23.2% | -10.9% | -12.3% | -21.7% |
| YTD | -13.0% | +29.4% | -42.4% | -19.9% |
| 1Y | +2.8% | +27.5% | -24.8% | -5.1% |
| 3Y | +221.5% | +10.3% | +211.1% | +203.1% |
| All | +123.6% | +26.4% | +97.2% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling