+363.2%
ADI vs GLDM
+225.0%
+138.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +8.1% |
| 7D | -4.4% | +5.0% | -9.4% | -5.4% |
| 30D | -2.8% | -1.3% | -1.5% | -2.6% |
| 3M | +1.5% | -4.7% | +6.2% | +2.6% |
| 6M | -4.7% | -12.4% | +7.7% | -2.3% |
| YTD | +46.8% | -4.1% | +50.9% | +48.4% |
| 1Y | +74.9% | +3.3% | +71.5% | +74.7% |
| 3Y | +147.4% | +110.9% | +36.5% | +118.5% |
| 5Y | +131.9% | +124.8% | +7.1% | +99.8% |
| All | +363.2% | +225.0% | +138.2% | +317.4% |
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