+212.2%
GLD vs ADI
+652.5%
-440.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.6% | -6.7% | +1.5% |
| 7D | +4.9% | -4.4% | +9.3% | +5.1% |
| 30D | -1.3% | -2.8% | +1.5% | -1.2% |
| 3M | -4.8% | +1.5% | -6.3% | -4.9% |
| 6M | -12.5% | -4.7% | -7.8% | -12.5% |
| YTD | -4.2% | +46.8% | -51.1% | -5.5% |
| 1Y | +3.0% | +74.9% | -71.8% | +1.2% |
| 3Y | +109.1% | +147.4% | -38.3% | +103.1% |
| 5Y | +121.6% | +131.9% | -10.3% | +114.7% |
| 10Y | +212.2% | +630.6% | -418.4% | +208.0% |
| All | +212.2% | +652.5% | -440.3% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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