+100.8%
ADM vs GLDM
+204.4%
-103.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +4.2% | -4.6% | +8.8% | +4.4% |
| 30D | -12.8% | -5.5% | -7.4% | -12.6% |
| 3M | -8.5% | -10.9% | +2.4% | -8.0% |
| 6M | -10.9% | -17.3% | +6.4% | -9.9% |
| YTD | +29.4% | -10.2% | +39.6% | +29.4% |
| 1Y | +27.5% | -6.9% | +34.5% | +27.1% |
| 3Y | +10.3% | +98.7% | -88.3% | +2.9% |
| 5Y | +27.4% | +106.7% | -79.4% | +17.8% |
| All | +100.8% | +204.4% | -103.6% | +108.0% |
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