+205.0%
GLD vs ADP
+318.0%
-113.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | +3.2% | +1.5% | +4.7% |
| 30D | -0.9% | +14.9% | -15.8% | -0.9% |
| 3M | -4.4% | +11.6% | -16.0% | -4.4% |
| 6M | -13.6% | +48.5% | -62.0% | -13.8% |
| YTD | -6.0% | +20.6% | -26.6% | -5.8% |
| 1Y | +1.8% | +23.7% | -21.9% | +1.9% |
| 3Y | +103.2% | +47.8% | +55.4% | +102.1% |
| 5Y | +119.3% | +47.7% | +71.6% | +118.3% |
| All | +205.0% | +318.0% | -113.0% | +191.8% |
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