+150.7%
GDX vs ADP
+49.5%
+101.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -6.8% | +2.2% | -9.0% | -7.0% |
| 30D | -2.1% | +10.6% | -12.7% | -3.4% |
| 3M | -7.5% | +12.9% | -20.4% | -9.0% |
| 6M | -15.2% | +50.6% | -65.8% | -20.7% |
| YTD | -4.8% | +23.2% | -28.0% | -6.4% |
| 1Y | +6.7% | +25.3% | -18.5% | +4.3% |
| 3Y | +212.7% | +47.1% | +165.6% | +183.9% |
| All | +150.7% | +49.5% | +101.2% | +126.0% |
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