+118.3%
ABT vs GLDM
+221.7%
-103.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | +8.6% | +1.9% | +6.7% | +8.4% |
| 30D | +16.4% | -1.7% | +18.1% | +16.6% |
| 3M | +8.1% | -3.5% | +11.7% | +8.4% |
| 6M | +32.1% | -10.1% | +42.1% | +33.2% |
| YTD | -7.1% | -5.0% | -2.0% | -7.5% |
| 1Y | -6.5% | +2.8% | -9.3% | -7.8% |
| 3Y | +26.2% | +105.1% | -78.9% | +12.9% |
| 5Y | +0.9% | +124.3% | -123.4% | -11.8% |
| All | +118.3% | +221.7% | -103.4% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling