-2.0%
ADBE vs GLDM
+225.0%
-227.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -5.6% | +5.0% | -10.6% | -5.8% |
| 30D | -2.0% | -1.3% | -0.7% | -2.0% |
| 3M | -10.5% | -4.7% | -5.8% | -10.3% |
| 6M | -6.2% | -12.4% | +6.2% | -5.6% |
| YTD | -32.2% | -4.1% | -28.1% | -32.7% |
| 1Y | -27.4% | +3.3% | -30.8% | -28.7% |
| 3Y | -58.9% | +110.9% | -169.9% | -64.9% |
| 5Y | -64.5% | +124.8% | -189.2% | -70.6% |
| All | -2.0% | +225.0% | -227.1% | -10.7% |
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