+345.8%
ABBV vs GLDM
+221.7%
+124.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.2% |
| 7D | -0.9% | +1.9% | -2.8% | -0.9% |
| 30D | +8.7% | -1.7% | +10.4% | +8.7% |
| 3M | +17.8% | -3.5% | +21.3% | +17.8% |
| 6M | +41.7% | -10.1% | +51.8% | +41.9% |
| YTD | +29.9% | -5.0% | +35.0% | +30.0% |
| 1Y | +37.0% | +2.8% | +34.2% | +36.8% |
| 3Y | +125.2% | +105.1% | +20.1% | +124.4% |
| 5Y | +193.8% | +124.3% | +69.5% | +191.6% |
| All | +345.8% | +221.7% | +124.2% | +420.9% |
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