+350.6%
ABBV vs GLDM
+219.1%
+131.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.2% | +4.7% | -5.9% | -1.2% |
| 30D | +8.0% | -0.9% | +8.9% | +8.0% |
| 3M | +20.2% | -4.3% | +24.5% | +20.2% |
| 6M | +44.0% | -13.4% | +57.4% | +44.2% |
| YTD | +31.3% | -5.8% | +37.1% | +31.4% |
| 1Y | +37.0% | +2.1% | +34.9% | +36.9% |
| 3Y | +128.0% | +105.0% | +22.9% | +127.2% |
| 5Y | +196.9% | +122.5% | +74.4% | +194.8% |
| All | +350.6% | +219.1% | +131.5% | +426.4% |
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