+353.7%
ABBV vs GLDM
+225.0%
+128.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | +1.5% | +5.0% | -3.4% | +1.5% |
| 30D | +6.7% | -1.3% | +8.0% | +6.7% |
| 3M | +19.9% | -4.7% | +24.6% | +20.0% |
| 6M | +47.5% | -12.4% | +59.8% | +47.7% |
| YTD | +32.2% | -4.1% | +36.3% | +32.3% |
| 1Y | +37.8% | +3.3% | +34.5% | +37.7% |
| 3Y | +134.8% | +110.9% | +23.8% | +134.0% |
| 5Y | +203.0% | +124.8% | +78.2% | +200.6% |
| All | +353.7% | +225.0% | +128.6% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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