+106.1%
ABT vs GLDM
+204.0%
-97.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.6% |
| 7D | -5.6% | -5.5% | -0.1% | -5.1% |
| 30D | +5.2% | -7.0% | +12.2% | +5.8% |
| 3M | -2.7% | -12.3% | +9.6% | -1.6% |
| 6M | +28.8% | -17.9% | +46.8% | +31.1% |
| YTD | -12.3% | -10.3% | -2.0% | -12.2% |
| 1Y | -14.7% | -7.8% | -6.9% | -14.9% |
| 3Y | +21.6% | +99.5% | -77.9% | +8.9% |
| 5Y | -7.8% | +106.5% | -114.2% | -18.7% |
| All | +106.1% | +204.0% | -97.9% | +88.1% |
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