+206.1%
GLD vs ADP
+322.2%
-116.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | -5.5% | +10.6% | -16.0% | -5.5% |
| 3M | -10.9% | +12.9% | -23.8% | -10.9% |
| 6M | -17.4% | +50.6% | -68.1% | -17.6% |
| YTD | -10.3% | +23.2% | -33.5% | -10.2% |
| 1Y | -7.2% | +25.3% | -32.4% | -7.0% |
| 3Y | +96.9% | +47.1% | +49.8% | +96.0% |
| 5Y | +103.8% | +50.1% | +53.7% | +102.8% |
| All | +206.1% | +322.2% | -116.0% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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