+92.7%
ADM vs GLDM
+219.1%
-126.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -9.0% | +4.7% | -13.7% | -9.2% |
| 30D | -14.0% | -0.9% | -13.1% | -14.0% |
| 3M | -9.2% | -4.3% | -4.8% | -9.1% |
| 6M | -9.2% | -13.4% | +4.2% | -8.4% |
| YTD | +24.2% | -5.8% | +30.0% | +23.9% |
| 1Y | +27.0% | +2.1% | +24.9% | +25.6% |
| 3Y | +6.6% | +105.0% | -98.4% | -0.7% |
| 5Y | +25.0% | +122.5% | -97.5% | +15.3% |
| All | +92.7% | +219.1% | -126.4% | +99.1% |
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