+651.5%
ADI vs IAU
+220.2%
+431.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.8% |
| 7D | +4.6% | -2.0% | +6.6% | +5.0% |
| 30D | -1.2% | -1.5% | +0.4% | -0.9% |
| 3M | -7.8% | +3.3% | -11.1% | -8.4% |
| 6M | +19.3% | -16.2% | +35.6% | +22.4% |
| YTD | +40.9% | +0.7% | +40.3% | +41.1% |
| 1Y | +54.5% | +19.2% | +35.3% | +51.4% |
| 3Y | +123.4% | +124.4% | -1.0% | +101.2% |
| 5Y | +142.3% | +140.0% | +2.3% | +114.4% |
| All | +651.5% | +220.2% | +431.3% | +613.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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