+27.0%
ADM vs GLDM
+1.8%
+25.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -9.0% | +4.7% | -13.7% | -8.8% |
| 30D | -14.0% | -0.9% | -13.1% | -14.0% |
| 3M | -9.2% | -4.3% | -4.8% | -9.5% |
| 6M | -9.2% | -13.4% | +4.2% | -9.1% |
| YTD | +24.2% | -5.8% | +30.0% | +22.1% |
| 1Y | +27.0% | +2.1% | +24.9% | +24.7% |
| All | +27.0% | +1.8% | +25.2% | +24.7% |
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