-14.0%
ABT vs GLDM
-8.0%
-6.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -4.6% | +3.3% | -1.1% |
| 30D | +6.0% | -5.5% | +11.5% | +6.1% |
| 3M | -1.9% | -10.9% | +9.0% | -1.7% |
| 6M | +31.2% | -17.3% | +48.5% | +31.5% |
| YTD | -11.2% | -10.2% | -1.1% | -12.6% |
| 1Y | -14.0% | -6.9% | -7.0% | -15.4% |
| All | -14.0% | -8.0% | -6.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling