+142.5%
GLD vs ADM
+62.5%
+80.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | +3.8% | -4.3% | -0.6% |
| 30D | +4.4% | +9.8% | -5.4% | +4.0% |
| 3M | -1.1% | +2.1% | -3.2% | -1.2% |
| 6M | -13.8% | +27.5% | -41.3% | -14.8% |
| YTD | +2.6% | +50.2% | -47.6% | +0.7% |
| 1Y | +24.5% | +40.6% | -16.1% | +22.5% |
| 3Y | +125.8% | +17.2% | +108.6% | +122.2% |
| All | +142.5% | +62.5% | +80.0% | +151.0% |
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