-13.6%
GLD vs ADM
-10.4%
-3.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | +4.7% | -9.0% | +13.7% | +3.4% |
| 30D | -0.9% | -14.0% | +13.1% | -2.9% |
| 3M | -4.4% | -9.2% | +4.8% | -5.6% |
| 6M | -13.6% | -9.2% | -4.4% | -14.5% |
| All | -13.6% | -10.4% | -3.2% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling