+310.1%
GDX vs ADP
+327.9%
-17.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +15.6% | +1.1% | +14.5% | +15.4% |
| 30D | +2.4% | +11.5% | -9.1% | +1.2% |
| 3M | +1.7% | +12.0% | -10.3% | +0.5% |
| 6M | -3.3% | +43.8% | -47.1% | -7.5% |
| YTD | +6.6% | +20.1% | -13.4% | +4.5% |
| 1Y | +27.0% | +22.3% | +4.7% | +24.1% |
| 3Y | +243.4% | +43.3% | +200.1% | +225.9% |
| 5Y | +194.2% | +47.3% | +146.8% | +178.0% |
| 10Y | +310.1% | +313.7% | -3.6% | +236.7% |
| All | +310.1% | +327.9% | -17.7% | +236.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling