+367.1%
ADI vs GLDM
+204.4%
+162.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +9.5% | -4.6% | +14.1% | +10.6% |
| 30D | -1.4% | -5.5% | +4.1% | -0.2% |
| 3M | +4.7% | -10.9% | +15.6% | +7.3% |
| 6M | -7.4% | -17.3% | +9.9% | -3.9% |
| YTD | +48.1% | -10.2% | +58.2% | +51.7% |
| 1Y | +69.6% | -6.9% | +76.6% | +72.8% |
| 3Y | +144.4% | +98.7% | +45.7% | +118.7% |
| 5Y | +134.1% | +106.7% | +27.4% | +104.8% |
| All | +367.1% | +204.4% | +162.7% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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