+142.5%
GLD vs ADI
+142.1%
+0.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -1.1% | -15.3% | +14.2% | 0.0% |
| 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% | +21.8% |
| 3Y | +125.8% | +108.1% | +17.8% | +116.0% |
| All | +142.5% | +142.1% | +0.4% | +130.0% |
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 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