+21.2%
GDX vs ADP
+22.7%
-1.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.3% |
| 7D | +15.6% | +1.1% | +14.5% | +15.9% |
| 30D | +2.4% | +11.5% | -9.1% | +6.8% |
| 3M | +1.7% | +12.0% | -10.3% | +6.3% |
| 6M | -3.3% | +43.8% | -47.1% | +13.0% |
| YTD | +6.6% | +20.1% | -13.4% | +20.0% |
| All | +21.2% | +22.7% | -1.5% | +37.8% |
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