+323.7%
ADI vs GLDM
+221.7%
+102.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.8% | -12.0% | -11.3% |
| 7D | -16.7% | +1.9% | -18.6% | -17.1% |
| 30D | -14.2% | -1.7% | -12.5% | -13.9% |
| 3M | -4.1% | -3.5% | -0.6% | -3.4% |
| 6M | -10.3% | -10.1% | -0.2% | -8.4% |
| YTD | +34.3% | -5.0% | +39.4% | +36.0% |
| 1Y | +54.9% | +2.8% | +52.1% | +54.9% |
| 3Y | +125.3% | +105.1% | +20.2% | +99.9% |
| 5Y | +113.1% | +124.3% | -11.2% | +83.8% |
| All | +323.7% | +221.7% | +102.1% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling