+221.5%
GDXJ vs ADP
+46.4%
+175.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.5% |
| 7D | -8.1% | +2.2% | -10.3% | -7.8% |
| 30D | -5.5% | +10.6% | -16.0% | -4.3% |
| 3M | -14.6% | +12.9% | -27.5% | -13.3% |
| 6M | -23.2% | +50.6% | -73.8% | -20.5% |
| YTD | -13.0% | +23.2% | -36.2% | -7.1% |
| 1Y | +2.8% | +25.3% | -22.5% | +9.3% |
| 3Y | +221.5% | +47.1% | +174.4% | +224.3% |
| All | +221.5% | +46.4% | +175.1% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling