+104.6%
GLD vs ADP
+44.3%
+60.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.6% |
| 7D | +2.8% | +3.2% | -0.4% | +3.1% |
| 30D | -4.0% | +12.8% | -16.7% | -2.9% |
| 3M | -8.2% | +12.3% | -20.6% | -7.3% |
| 6M | -14.8% | +45.4% | -60.3% | -11.9% |
| YTD | -6.8% | +21.4% | -28.2% | -3.6% |
| 1Y | -2.4% | +23.7% | -26.1% | +0.9% |
| All | +104.6% | +44.3% | +60.3% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling