+37.8%
GDXJ vs ADP
+1,129.8%
-1,092.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -8.1% | +2.2% | -10.3% | -8.6% |
| 30D | -5.5% | +10.6% | -16.0% | -7.8% |
| 3M | -14.6% | +12.9% | -27.5% | -17.1% |
| 6M | -23.2% | +50.6% | -73.8% | -31.2% |
| YTD | -13.0% | +23.2% | -36.2% | -18.2% |
| 1Y | +2.8% | +25.3% | -22.5% | -3.9% |
| 3Y | +221.5% | +47.1% | +174.4% | +184.1% |
| 5Y | +123.4% | +50.1% | +73.3% | +95.5% |
| 10Y | +238.2% | +323.6% | -85.5% | +110.8% |
| All | +37.8% | +1,129.8% | -1,092.0% | -60.9% |
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