+25.2%
ABNB vs GLDM
+108.7%
-83.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | +6.5% | -5.5% | +12.0% | +7.1% |
| 30D | +9.4% | -7.0% | +16.4% | +10.1% |
| 3M | +0.6% | -12.3% | +12.9% | +1.8% |
| 6M | +33.7% | -17.9% | +51.6% | +35.6% |
| YTD | +33.5% | -10.3% | +43.7% | +34.6% |
| 1Y | +48.8% | -7.8% | +56.6% | +49.8% |
| 3Y | +53.3% | +99.5% | -46.2% | +36.1% |
| 5Y | -12.3% | +106.5% | -118.8% | -25.9% |
| All | +25.2% | +108.7% | -83.6% | +6.4% |
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