+23.7%
ADP vs GLDM
+1.8%
+21.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.4% |
| 7D | +3.2% | +4.7% | -1.4% | +4.1% |
| 30D | +14.9% | -0.9% | +15.8% | +14.7% |
| 3M | +11.6% | -4.3% | +15.9% | +11.0% |
| 6M | +48.5% | -13.4% | +61.9% | +45.2% |
| YTD | +20.6% | -5.8% | +26.4% | +17.8% |
| 1Y | +23.7% | +2.1% | +21.6% | +21.0% |
| All | +23.7% | +1.8% | +21.9% | +21.0% |
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