+38.4%
ABBV vs GLDM
-1.4%
+39.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.8% |
| 30D | +7.0% | -3.9% | +10.9% | +6.9% |
| 3M | +19.2% | -8.1% | +27.4% | +19.2% |
| 6M | +47.8% | -14.7% | +62.5% | +47.8% |
| YTD | +32.5% | -6.6% | +39.1% | +36.8% |
| 1Y | +38.4% | -2.1% | +40.4% | +43.2% |
| All | +38.4% | -1.4% | +39.8% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling