+211.8%
GDXJ vs ADP
+282.5%
-70.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -6.2% | -5.7% | -0.5% | -5.2% |
| 30D | +4.6% | -1.4% | +6.0% | +4.9% |
| 3M | +31.3% | +16.6% | +14.7% | +26.7% |
| 6M | -10.7% | +24.9% | -35.6% | -15.5% |
| YTD | +9.1% | +5.6% | +3.5% | +7.3% |
| 1Y | +44.1% | -6.0% | +50.2% | +46.0% |
| 3Y | +285.4% | +14.5% | +270.9% | +267.4% |
| 5Y | +228.4% | +47.9% | +180.5% | +194.9% |
| All | +211.8% | +282.5% | -70.7% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling