+205.0%
GLD vs ADM
+98.0%
+107.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | -9.0% | +13.7% | +4.9% |
| 30D | -0.9% | -14.0% | +13.1% | -0.6% |
| 3M | -4.4% | -9.2% | +4.8% | -4.2% |
| 6M | -13.6% | -9.2% | -4.4% | -13.5% |
| YTD | -6.0% | +24.2% | -30.2% | -6.9% |
| 1Y | +1.8% | +27.0% | -25.2% | +0.8% |
| 3Y | +103.2% | +6.6% | +96.6% | +101.3% |
| 5Y | +119.3% | +25.0% | +94.4% | +117.3% |
| All | +205.0% | +98.0% | +107.0% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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