+20.5%
ADP vs GLDM
+2.8%
+17.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.1% | +3.2% |
| 7D | +6.4% | -0.3% | +6.6% | +6.3% |
| 30D | +16.6% | -1.9% | +18.5% | +16.2% |
| 3M | +12.9% | -0.4% | +13.3% | +13.2% |
| 6M | +45.7% | -10.1% | +55.7% | +43.6% |
| YTD | +20.6% | -5.8% | +26.5% | +17.4% |
| 1Y | +20.5% | +3.1% | +17.4% | +16.7% |
| All | +20.5% | +2.8% | +17.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling