+380.4%
ADI vs GLDM
+204.0%
+176.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.7% |
| 7D | +13.4% | -5.5% | +18.9% | +14.8% |
| 30D | -1.3% | -7.0% | +5.7% | +0.2% |
| 3M | +6.8% | -12.3% | +19.1% | +9.8% |
| 6M | -1.9% | -17.9% | +16.0% | +2.0% |
| YTD | +52.3% | -10.3% | +62.5% | +56.1% |
| 1Y | +71.6% | -7.8% | +79.4% | +75.1% |
| 3Y | +148.9% | +99.5% | +49.4% | +122.6% |
| 5Y | +140.8% | +106.5% | +34.3% | +110.7% |
| All | +380.4% | +204.0% | +176.4% | +339.1% |
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