+79.5%
GDXJ vs ADM
+307.2%
-227.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.2% | +3.8% | -3.6% | -1.0% |
| 30D | +17.9% | +9.8% | +8.1% | +14.2% |
| 3M | +15.3% | +2.1% | +13.2% | +14.0% |
| 6M | -9.4% | +27.5% | -37.0% | -16.9% |
| YTD | +13.4% | +50.2% | -36.8% | -1.1% |
| 1Y | +59.7% | +40.6% | +19.1% | +41.7% |
| 3Y | +283.6% | +17.2% | +266.3% | +251.4% |
| 5Y | +217.6% | +61.9% | +155.7% | +158.3% |
| 10Y | +225.7% | +159.3% | +66.4% | +117.5% |
| All | +79.5% | +307.2% | -227.7% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling