+64.2%
ADM vs IAU
+141.6%
-77.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +9.8% | +4.4% | +5.3% | +9.2% |
| 3M | +2.1% | -1.1% | +3.2% | +2.2% |
| 6M | +27.5% | -13.7% | +41.2% | +29.8% |
| YTD | +50.2% | +2.7% | +47.5% | +48.3% |
| 1Y | +40.6% | +24.6% | +16.0% | +34.6% |
| 3Y | +17.2% | +126.8% | -109.6% | +1.2% |
| All | +64.2% | +141.6% | -77.4% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling