+21.3%
ADM vs GLDM
+2.8%
+18.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.3% | +0.5% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | -14.1% | -1.9% | -12.2% | -14.2% |
| 3M | -10.7% | -0.4% | -10.3% | -11.1% |
| 6M | -5.9% | -10.1% | +4.2% | -6.1% |
| YTD | +25.8% | -5.8% | +31.6% | +25.0% |
| 1Y | +21.3% | +3.1% | +18.2% | +24.5% |
| All | +21.3% | +2.8% | +18.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling