+94.1%
ADM vs GLDM
+221.7%
-127.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -7.5% | +1.9% | -9.4% | -7.6% |
| 30D | -14.3% | -1.7% | -12.6% | -14.2% |
| 3M | -8.6% | -3.5% | -5.1% | -8.5% |
| 6M | -9.9% | -10.1% | +0.2% | -9.3% |
| YTD | +25.1% | -5.0% | +30.2% | +24.8% |
| 1Y | +28.8% | +2.8% | +26.1% | +27.5% |
| 3Y | +6.9% | +105.1% | -98.3% | -0.5% |
| 5Y | +25.9% | +124.3% | -98.4% | +16.1% |
| All | +94.1% | +221.7% | -127.6% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling