+103.4%
GLD vs ADP
+49.9%
+53.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -5.5% | +0.3% | -5.7% | -5.5% |
| 30D | -7.0% | +11.6% | -18.6% | -6.9% |
| 3M | -12.4% | +15.1% | -27.4% | -12.2% |
| 6M | -18.0% | +46.0% | -64.1% | -17.8% |
| YTD | -10.5% | +22.4% | -32.8% | -9.6% |
| 1Y | -8.1% | +24.5% | -32.5% | -7.2% |
| 3Y | +97.7% | +44.8% | +52.9% | +96.6% |
| 5Y | +103.4% | +49.1% | +54.4% | +105.1% |
| All | +103.4% | +49.9% | +53.5% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling