+27.4%
ABT vs GLDM
+105.8%
-78.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | +8.6% | +1.9% | +6.7% | +8.5% |
| 30D | +16.4% | -1.7% | +18.1% | +16.5% |
| 3M | +8.1% | -3.5% | +11.7% | +8.3% |
| 6M | +32.1% | -10.1% | +42.1% | +32.8% |
| YTD | -7.1% | -5.0% | -2.0% | -7.8% |
| 1Y | -6.5% | +2.8% | -9.3% | -8.0% |
| All | +27.4% | +105.8% | -78.5% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling