+270.5%
ADP vs IAU
+216.4%
+54.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.5% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -1.2% | +0.3% | -1.6% | -1.2% |
| 3M | +17.9% | +0.7% | +17.2% | +18.0% |
| 6M | +20.3% | -15.5% | +35.8% | +21.3% |
| YTD | +5.8% | +1.0% | +4.9% | +5.0% |
| 1Y | -7.7% | +19.6% | -27.3% | -10.0% |
| 3Y | +14.7% | +125.4% | -110.7% | +4.1% |
| 5Y | +45.8% | +140.7% | -95.0% | +30.3% |
| 10Y | +270.5% | +218.1% | +52.4% | +242.9% |
| All | +270.5% | +216.4% | +54.1% | +242.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling