+49.1%
ADP vs IAU
+120.1%
-71.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.2% | +4.7% | -1.5% | +3.3% |
| 30D | +14.9% | -0.9% | +15.8% | +14.9% |
| 3M | +11.6% | -4.4% | +16.0% | +11.6% |
| 6M | +48.5% | -13.5% | +62.0% | +48.6% |
| YTD | +20.6% | -5.9% | +26.5% | +19.1% |
| 1Y | +23.7% | +1.9% | +21.8% | +21.1% |
| 3Y | +47.8% | +104.1% | -56.3% | +28.0% |
| All | +49.1% | +120.1% | -71.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling