+111.2%
ABT vs GLDM
+219.1%
-107.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | +3.5% | +4.7% | -1.1% | +3.1% |
| 30D | +12.0% | -0.9% | +12.9% | +12.1% |
| 3M | +2.5% | -4.3% | +6.8% | +2.8% |
| 6M | +29.1% | -13.4% | +42.5% | +30.7% |
| YTD | -10.1% | -5.8% | -4.3% | -10.4% |
| 1Y | -9.8% | +2.1% | -11.9% | -11.0% |
| 3Y | +23.3% | +105.0% | -81.8% | +10.2% |
| 5Y | -2.4% | +122.5% | -124.9% | -14.6% |
| All | +111.2% | +219.1% | -107.9% | +91.9% |
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