+112.3%
ABT vs GLDM
+225.0%
-112.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | +0.3% | +5.0% | -4.7% | -0.1% |
| 30D | +11.6% | -1.3% | +12.9% | +11.7% |
| 3M | +3.1% | -4.7% | +7.8% | +3.5% |
| 6M | +32.8% | -12.4% | +45.2% | +34.3% |
| YTD | -9.6% | -4.1% | -5.6% | -10.1% |
| 1Y | -10.4% | +3.3% | -13.7% | -11.7% |
| 3Y | +25.8% | +110.9% | -85.1% | +12.2% |
| 5Y | -3.4% | +124.8% | -128.2% | -15.6% |
| All | +112.3% | +225.0% | -112.7% | +92.6% |
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