+313.7%
ADP vs IAU
+209.6%
+104.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.4% |
| 7D | +1.1% | +4.9% | -3.8% | +1.1% |
| 30D | +11.5% | -1.4% | +12.9% | +11.5% |
| 3M | +12.0% | -4.8% | +16.8% | +12.1% |
| 6M | +43.8% | -12.5% | +56.3% | +44.3% |
| YTD | +20.1% | -4.2% | +24.2% | +19.2% |
| 1Y | +22.3% | +3.1% | +19.2% | +20.6% |
| 3Y | +43.3% | +110.0% | -66.7% | +30.6% |
| 5Y | +47.3% | +123.1% | -75.7% | +32.2% |
| 10Y | +313.7% | +216.7% | +97.0% | +285.0% |
| All | +313.7% | +209.6% | +104.1% | +285.0% |
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