+29.2%
ABNB vs GLDM
+117.3%
-88.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.5% |
| 7D | +11.9% | +2.9% | +9.1% | +11.6% |
| 30D | +12.7% | -3.9% | +16.6% | +13.0% |
| 3M | +1.2% | -8.1% | +9.3% | +1.9% |
| 6M | +32.1% | -14.7% | +46.8% | +33.4% |
| YTD | +37.7% | -6.6% | +44.3% | +38.3% |
| 1Y | +55.5% | -2.1% | +57.5% | +55.6% |
| 3Y | +58.2% | +107.7% | -49.5% | +39.9% |
| 5Y | -2.8% | +116.5% | -119.2% | -18.1% |
| All | +29.2% | +117.3% | -88.1% | +9.3% |
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 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