+361.6%
ADI vs GLDM
+216.5%
+145.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -6.3% | +2.9% | -9.2% | -6.9% |
| 30D | -3.2% | -3.9% | +0.7% | -2.3% |
| 3M | +2.8% | -8.1% | +10.9% | +4.6% |
| 6M | -5.0% | -14.7% | +9.7% | -2.1% |
| YTD | +46.3% | -6.6% | +52.9% | +48.7% |
| 1Y | +71.6% | -2.1% | +73.7% | +73.1% |
| 3Y | +139.2% | +107.7% | +31.5% | +112.1% |
| 5Y | +136.4% | +116.5% | +19.9% | +105.0% |
| All | +361.6% | +216.5% | +145.2% | +318.3% |
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