+319.9%
ADP vs IAU
+210.9%
+109.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | +2.2% | -4.6% | +6.8% | +2.2% |
| 30D | +10.6% | -5.4% | +16.0% | +10.6% |
| 3M | +12.9% | -10.9% | +23.8% | +13.0% |
| 6M | +50.6% | -17.4% | +68.0% | +51.2% |
| YTD | +23.2% | -10.2% | +33.4% | +22.4% |
| 1Y | +25.3% | -7.1% | +32.3% | +24.0% |
| 3Y | +47.1% | +97.7% | -50.6% | +34.0% |
| 5Y | +50.1% | +105.3% | -55.2% | +34.7% |
| All | +319.9% | +210.9% | +109.0% | +287.2% |
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