+326.7%
ADI vs GLDM
+219.1%
+107.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -12.8% | +4.7% | -17.5% | -13.8% |
| 30D | -11.3% | -0.9% | -10.5% | -11.2% |
| 3M | -3.4% | -4.3% | +1.0% | -2.4% |
| 6M | -12.0% | -13.4% | +1.4% | -9.6% |
| YTD | +35.3% | -5.8% | +41.1% | +37.2% |
| 1Y | +58.1% | +2.1% | +56.0% | +58.3% |
| 3Y | +127.4% | +105.0% | +22.3% | +101.8% |
| 5Y | +114.6% | +122.5% | -7.9% | +85.4% |
| All | +326.7% | +219.1% | +107.6% | +285.9% |
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