+211.8%
GLD vs ADM
+118.6%
+93.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -1.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -4.4% | -11.8% | +7.4% | -4.2% |
| 3M | -8.9% | -11.3% | +2.4% | -8.7% |
| 6M | -16.0% | -10.0% | -6.0% | -15.9% |
| YTD | -7.9% | +25.9% | -33.8% | -8.7% |
| 1Y | -3.9% | +26.7% | -30.5% | -4.7% |
| 3Y | +103.4% | +8.1% | +95.3% | +101.5% |
| 5Y | +109.7% | +23.5% | +86.2% | +108.1% |
| 10Y | +211.8% | +128.2% | +83.6% | +211.5% |
| All | +211.8% | +118.6% | +93.3% | +211.5% |
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