+214.2%
GDX vs ADP
+1,163.4%
-949.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -0.4% | -3.4% | +3.0% | +0.5% |
| 30D | +18.6% | +2.8% | +15.8% | +17.8% |
| 3M | +14.9% | +20.9% | -6.0% | +8.9% |
| 6M | -6.3% | +29.9% | -36.1% | -13.4% |
| YTD | +15.7% | +9.6% | +6.1% | +11.8% |
| 1Y | +54.8% | -5.3% | +60.1% | +55.6% |
| 3Y | +253.4% | +16.5% | +237.0% | +231.6% |
| 5Y | +219.7% | +49.4% | +170.3% | +177.1% |
| 10Y | +300.2% | +282.2% | +18.0% | +131.7% |
| All | +214.2% | +1,163.4% | -949.2% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling