+816.6%
GLD vs ADP
+1,194.8%
-378.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.8% |
| 7D | -0.5% | -3.4% | +2.9% | -0.5% |
| 30D | +4.4% | +2.8% | +1.6% | +4.4% |
| 3M | -1.1% | +20.9% | -22.0% | -1.2% |
| 6M | -13.8% | +29.9% | -43.7% | -13.9% |
| YTD | +2.6% | +9.6% | -7.0% | +2.7% |
| 1Y | +24.5% | -5.3% | +29.8% | +24.9% |
| 3Y | +125.8% | +16.5% | +109.4% | +125.7% |
| 5Y | +137.8% | +49.4% | +88.4% | +137.1% |
| 10Y | +221.4% | +282.2% | -60.8% | +218.7% |
| All | +816.6% | +1,194.8% | -378.3% | +780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling