+228.9%
GDX vs ADP
+49.8%
+179.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -0.4% | -3.4% | +3.0% | +0.1% |
| 30D | +18.6% | +2.8% | +15.8% | +18.2% |
| 3M | +14.9% | +20.9% | -6.0% | +11.4% |
| 6M | -6.3% | +29.9% | -36.1% | -10.5% |
| YTD | +15.7% | +9.6% | +6.1% | +15.5% |
| 1Y | +54.8% | -5.3% | +60.1% | +61.5% |
| 3Y | +253.4% | +16.5% | +237.0% | +240.8% |
| All | +228.9% | +49.8% | +179.1% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling