+236.3%
GDXJ vs ADP
+43.9%
+192.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | +0.9% | -5.7% | +6.6% | +2.0% |
| 30D | +8.8% | -3.1% | +11.9% | +9.4% |
| 3M | +29.8% | +15.6% | +14.2% | +25.3% |
| 6M | -5.8% | +20.8% | -26.6% | -10.3% |
| YTD | +13.6% | +4.7% | +8.8% | +13.4% |
| 1Y | +54.5% | -8.3% | +62.8% | +62.1% |
| 3Y | +301.4% | +13.6% | +287.8% | +278.6% |
| 5Y | +236.3% | +45.0% | +191.3% | +196.1% |
| All | +236.3% | +43.9% | +192.4% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling