+54.8%
GDX vs ADP
-4.5%
+59.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.9% |
| 7D | -0.4% | -3.4% | +3.0% | -1.7% |
| 30D | +18.6% | +2.8% | +15.8% | +19.9% |
| 3M | +14.9% | +20.9% | -6.0% | +24.0% |
| 6M | -6.3% | +29.9% | -36.1% | +5.8% |
| YTD | +15.7% | +9.6% | +6.1% | +26.8% |
| 1Y | +54.8% | -5.3% | +60.1% | +69.1% |
| All | +54.8% | -4.5% | +59.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling