+739.4%
GLD vs ADM
+472.8%
+266.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | -9.0% | +13.7% | +5.2% |
| 30D | -0.9% | -14.0% | +13.1% | -0.2% |
| 3M | -4.4% | -9.2% | +4.8% | -4.0% |
| 6M | -13.6% | -9.2% | -4.4% | -13.3% |
| YTD | -6.0% | +24.2% | -30.2% | -7.3% |
| 1Y | +1.8% | +27.0% | -25.2% | +0.2% |
| 3Y | +103.2% | +6.6% | +96.6% | +100.9% |
| 5Y | +119.3% | +25.0% | +94.4% | +114.3% |
| 10Y | +199.5% | +100.2% | +99.2% | +182.9% |
| All | +739.4% | +472.8% | +266.6% | +654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling