+112.2%
ABT vs GLDM
+216.5%
-104.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +1.0% | +2.9% | -1.9% | +0.7% |
| 30D | +11.6% | -3.9% | +15.5% | +11.9% |
| 3M | +2.3% | -8.1% | +10.5% | +3.0% |
| 6M | +32.7% | -14.7% | +47.4% | +34.6% |
| YTD | -9.6% | -6.6% | -3.1% | -9.9% |
| 1Y | -10.1% | -2.1% | -8.0% | -10.9% |
| 3Y | +25.2% | +107.7% | -82.5% | +11.7% |
| 5Y | -4.5% | +116.5% | -121.0% | -16.3% |
| All | +112.2% | +216.5% | -104.2% | +93.0% |
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 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