+177.3%
GDX vs ADP
+1,289.3%
-1,112.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +13.6% | +3.2% | +10.4% | +12.8% |
| 30D | +2.5% | +14.9% | -12.4% | -1.1% |
| 3M | +4.4% | +11.6% | -7.2% | +1.3% |
| 6M | -5.2% | +48.5% | -53.7% | -15.2% |
| YTD | +2.1% | +20.6% | -18.4% | -3.9% |
| 1Y | +24.7% | +23.7% | +1.0% | +16.5% |
| 3Y | +211.3% | +47.8% | +163.5% | +173.4% |
| 5Y | +186.7% | +47.7% | +139.0% | +149.7% |
| 10Y | +285.3% | +324.0% | -38.6% | +116.6% |
| All | +177.3% | +1,289.3% | -1,112.0% | -28.4% |
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