+135.1%
ABBV vs GLDM
+99.9%
+35.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | -4.6% | +5.9% | +1.4% |
| 30D | +4.7% | -5.5% | +10.2% | +4.9% |
| 3M | +18.3% | -10.9% | +29.2% | +18.8% |
| 6M | +43.4% | -17.3% | +60.7% | +44.5% |
| YTD | +33.0% | -10.2% | +43.1% | +32.9% |
| 1Y | +30.8% | -6.9% | +37.8% | +30.3% |
| 3Y | +135.1% | +98.7% | +36.5% | +118.2% |
| All | +135.1% | +99.9% | +35.2% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling