+17.8%
ADP vs GLDM
+128.8%
-110.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.5% |
| 30D | +2.8% | +4.4% | -1.6% | +3.3% |
| 3M | +20.9% | -1.1% | +22.0% | +21.2% |
| 6M | +29.9% | -13.7% | +43.5% | +29.6% |
| YTD | +9.6% | +2.8% | +6.9% | +9.2% |
| 1Y | -5.3% | +24.8% | -30.1% | -6.3% |
| All | +17.8% | +128.8% | -110.9% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling