+24.5%
ADP vs IAU
-6.5%
+31.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | 0.0% |
| 7D | +0.3% | -5.5% | +5.7% | -0.7% |
| 30D | +11.6% | -7.0% | +18.6% | +10.2% |
| 3M | +15.1% | -12.3% | +27.3% | +12.4% |
| 6M | +46.0% | -17.9% | +64.0% | +41.5% |
| YTD | +22.4% | -10.3% | +32.7% | +18.2% |
| 1Y | +24.5% | -7.9% | +32.4% | +19.1% |
| All | +24.5% | -6.5% | +31.0% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling