+64.7%
ABNB vs GLDM
+111.5%
-46.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +11.2% | +5.0% | +6.2% | +10.8% |
| 30D | +14.7% | -1.3% | +16.0% | +14.7% |
| 3M | +6.9% | -4.7% | +11.6% | +7.0% |
| 6M | +34.5% | -12.4% | +46.9% | +34.4% |
| YTD | +40.2% | -4.1% | +44.3% | +41.3% |
| 1Y | +57.4% | +3.3% | +54.1% | +59.1% |
| 3Y | +64.7% | +110.9% | -46.2% | +43.0% |
| All | +64.7% | +111.5% | -46.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling