+41.7%
ABBV vs GLDM
-10.5%
+52.2%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.2% |
| 7D | -0.9% | +1.9% | -2.8% | -0.8% |
| 30D | +8.7% | -1.7% | +10.4% | +8.6% |
| 3M | +17.8% | -3.5% | +21.3% | +18.0% |
| 6M | +41.7% | -10.1% | +51.8% | +40.2% |
| All | +41.7% | -10.5% | +52.2% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling