+103.4%
GLD vs ADM
+23.4%
+80.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -7.0% | -14.7% | +7.7% | -6.5% |
| 3M | -12.4% | -10.4% | -1.9% | -12.1% |
| 6M | -18.0% | -10.9% | -7.1% | -17.8% |
| YTD | -10.5% | +26.0% | -36.4% | -11.8% |
| 1Y | -8.1% | +26.5% | -34.5% | -9.5% |
| 3Y | +97.7% | +8.2% | +89.5% | +94.7% |
| 5Y | +103.4% | +24.0% | +79.4% | +104.8% |
| All | +103.4% | +23.4% | +80.1% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling