+104.1%
GLD vs ADI
+133.0%
-28.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.4% |
| 7D | -4.6% | +9.5% | -14.0% | -5.3% |
| 30D | -5.5% | -1.4% | -4.1% | -5.5% |
| 3M | -10.9% | +4.7% | -15.6% | -11.4% |
| 6M | -17.4% | -7.4% | -10.0% | -17.3% |
| YTD | -10.3% | +48.1% | -58.4% | -12.6% |
| 1Y | -7.2% | +69.6% | -76.8% | -10.2% |
| 3Y | +96.9% | +144.4% | -47.4% | +85.5% |
| All | +104.1% | +133.0% | -28.9% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling