+31.5%
ABNB vs GLDM
+123.2%
-91.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +11.2% | +5.0% | +6.2% | +10.6% |
| 30D | +14.7% | -1.3% | +16.0% | +14.8% |
| 3M | +6.9% | -4.7% | +11.6% | +7.2% |
| 6M | +34.5% | -12.4% | +46.9% | +35.4% |
| YTD | +40.2% | -4.1% | +44.3% | +40.4% |
| 1Y | +57.4% | +3.3% | +54.1% | +56.8% |
| 3Y | +64.7% | +110.9% | -46.2% | +45.5% |
| 5Y | -2.3% | +124.8% | -127.0% | -17.9% |
| All | +31.5% | +123.2% | -91.7% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling