+127.7%
GLD vs ADI
+109.2%
+18.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | +4.4% | -3.8% | +8.2% | +4.8% |
| 3M | -1.1% | -15.3% | +14.2% | +0.2% |
| 6M | -13.8% | +6.7% | -20.5% | -14.2% |
| YTD | +2.6% | +34.8% | -32.1% | +1.0% |
| 1Y | +24.5% | +49.0% | -24.5% | +21.9% |
| All | +127.7% | +109.2% | +18.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling