+77.5%
GDXJ vs ADP
+956.5%
-879.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | +4.3% | -5.5% | +9.8% | +5.7% |
| 30D | +8.4% | -1.2% | +9.7% | +8.7% |
| 3M | +25.5% | +17.9% | +7.7% | +19.9% |
| 6M | -6.3% | +20.3% | -26.7% | -11.5% |
| YTD | +12.1% | +5.8% | +6.3% | +9.5% |
| 1Y | +51.1% | -7.7% | +58.8% | +53.2% |
| 3Y | +296.1% | +14.7% | +281.3% | +273.5% |
| 5Y | +228.1% | +45.8% | +182.3% | +188.9% |
| 10Y | +211.8% | +270.5% | -58.7% | +100.6% |
| All | +77.5% | +956.5% | -879.0% | -47.7% |
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 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