+7.0%
ADM vs IAU
+110.6%
-103.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -7.8% | +4.9% | -12.7% | -8.0% |
| 30D | -12.6% | -1.4% | -11.2% | -12.5% |
| 3M | -8.2% | -4.8% | -3.5% | -8.1% |
| 6M | -8.9% | -12.5% | +3.6% | -8.0% |
| YTD | +24.0% | -4.2% | +28.2% | +22.5% |
| 1Y | +26.2% | +3.1% | +23.0% | +23.0% |
| 3Y | +7.0% | +110.0% | -103.0% | -16.1% |
| All | +7.0% | +110.6% | -103.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling