+162.4%
ADM vs IAU
+216.4%
-54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | +11.0% | +0.3% | +10.7% | +10.9% |
| 3M | +6.0% | +0.7% | +5.3% | +5.8% |
| 6M | +26.9% | -15.5% | +42.4% | +28.9% |
| YTD | +50.0% | +1.0% | +49.1% | +49.0% |
| 1Y | +39.6% | +19.6% | +20.0% | +36.0% |
| 3Y | +18.5% | +125.4% | -106.9% | +7.8% |
| 5Y | +62.6% | +140.7% | -78.2% | +46.5% |
| 10Y | +162.4% | +218.1% | -55.7% | +149.9% |
| All | +162.4% | +216.4% | -54.0% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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