+212.7%
GDX vs ADP
+46.4%
+166.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -6.8% | +2.2% | -9.0% | -6.6% |
| 30D | -2.1% | +10.6% | -12.7% | -0.9% |
| 3M | -7.5% | +12.9% | -20.4% | -6.2% |
| 6M | -15.2% | +50.6% | -65.8% | -11.8% |
| YTD | -4.8% | +23.2% | -28.0% | +1.6% |
| 1Y | +6.7% | +25.3% | -18.5% | +13.6% |
| 3Y | +212.7% | +47.1% | +165.6% | +217.7% |
| All | +212.7% | +46.4% | +166.3% | +217.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling