+31.3%
ABNB vs GLDM
+119.1%
-87.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.5% | +11.8% |
| 7D | +15.6% | +4.7% | +10.9% | +15.0% |
| 30D | +18.3% | -0.9% | +19.1% | +18.3% |
| 3M | +25.3% | -4.3% | +29.6% | +25.7% |
| 6M | +35.8% | -13.4% | +49.2% | +37.0% |
| YTD | +40.0% | -5.8% | +45.8% | +40.4% |
| 1Y | +57.6% | +2.1% | +55.6% | +57.3% |
| 3Y | +60.8% | +105.0% | -44.2% | +42.5% |
| 5Y | -5.8% | +122.5% | -128.3% | -20.6% |
| All | +31.3% | +119.1% | -87.8% | +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