+1,251.4%
ADP vs IAU
+875.8%
+375.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -2.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +2.8% | +4.4% | -1.6% | +2.8% |
| 3M | +20.9% | -1.1% | +22.0% | +21.0% |
| 6M | +29.9% | -13.7% | +43.6% | +30.2% |
| YTD | +9.6% | +2.7% | +6.9% | +9.4% |
| 1Y | -5.3% | +24.6% | -29.9% | -5.9% |
| 3Y | +16.5% | +126.8% | -110.4% | +13.8% |
| 5Y | +49.4% | +139.5% | -90.1% | +45.6% |
| 10Y | +282.2% | +226.3% | +55.9% | +272.8% |
| All | +1,251.4% | +875.8% | +375.6% | +1,222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling