+231.2%
GDXJ vs ADP
+322.2%
-91.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -8.1% | +2.2% | -10.3% | -8.5% |
| 30D | -5.5% | +10.6% | -16.0% | -7.4% |
| 3M | -14.6% | +12.9% | -27.5% | -16.6% |
| 6M | -23.2% | +50.6% | -73.8% | -29.9% |
| YTD | -13.0% | +23.2% | -36.2% | -17.0% |
| 1Y | +2.8% | +25.3% | -22.5% | -2.5% |
| 3Y | +221.5% | +47.1% | +174.4% | +189.9% |
| 5Y | +123.4% | +50.1% | +73.3% | +100.1% |
| All | +231.2% | +322.2% | -91.0% | +165.6% |
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