+294.3%
ABBV vs GLDM
+248.1%
+46.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +4.2% | +4.4% | -0.2% | +4.1% |
| 3M | +14.8% | -1.1% | +15.9% | +14.9% |
| 6M | +10.3% | -13.7% | +23.9% | +10.5% |
| YTD | +14.9% | +2.8% | +12.1% | +14.9% |
| 1Y | +24.1% | +24.8% | -0.7% | +23.7% |
| 3Y | +91.9% | +127.8% | -35.9% | +91.2% |
| 5Y | +176.0% | +141.1% | +34.9% | +173.9% |
| All | +294.3% | +248.1% | +46.1% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling