-1.2%
ADBE vs GLDM
+219.1%
-220.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -4.4% | +4.7% | -9.0% | -4.6% |
| 30D | +2.8% | -0.9% | +3.7% | +2.8% |
| 3M | -8.0% | -4.3% | -3.7% | -7.9% |
| 6M | -4.3% | -13.4% | +9.1% | -3.6% |
| YTD | -31.6% | -5.8% | -25.8% | -32.1% |
| 1Y | -26.9% | +2.1% | -29.0% | -28.2% |
| 3Y | -57.7% | +105.0% | -162.7% | -63.7% |
| 5Y | -63.9% | +122.5% | -186.4% | -70.1% |
| All | -1.2% | +219.1% | -220.3% | -9.8% |
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