+5.7%
ADM vs GLDM
+106.4%
-100.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.6% |
| 7D | -1.8% | +2.9% | -4.7% | -2.0% |
| 30D | -13.3% | -3.9% | -9.4% | -13.1% |
| 3M | -13.4% | -8.1% | -5.2% | -13.1% |
| 6M | -9.6% | -14.7% | +5.1% | -8.6% |
| YTD | +23.0% | -6.6% | +29.6% | +21.8% |
| 1Y | +27.4% | -2.1% | +29.4% | +24.9% |
| 3Y | +5.7% | +107.7% | -102.0% | -17.5% |
| All | +5.7% | +106.4% | -100.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling