+10.3%
ABNB vs GLDM
+143.3%
-133.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -4.0% | -0.5% | -3.4% | -3.9% |
| 30D | +19.3% | +4.4% | +14.9% | +18.7% |
| 3M | +36.1% | -1.1% | +37.1% | +35.9% |
| 6M | +34.2% | -13.7% | +47.9% | +35.4% |
| YTD | +34.1% | +2.8% | +31.3% | +33.1% |
| 1Y | +45.1% | +24.8% | +20.3% | +40.6% |
| 3Y | +37.1% | +127.8% | -90.7% | +12.1% |
| All | +10.3% | +143.3% | -133.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling