-1.5%
ADBE vs GLDM
+204.0%
-205.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.5% |
| 7D | -3.2% | -5.5% | +2.3% | -3.0% |
| 30D | +1.0% | -7.0% | +8.0% | +1.3% |
| 3M | -7.8% | -12.3% | +4.5% | -7.3% |
| 6M | -1.0% | -17.9% | +17.0% | 0.0% |
| YTD | -31.8% | -10.3% | -21.6% | -32.2% |
| 1Y | -29.2% | -7.8% | -21.5% | -29.8% |
| 3Y | -60.1% | +99.5% | -159.5% | -65.8% |
| 5Y | -63.7% | +106.5% | -170.2% | -69.8% |
| All | -1.5% | +204.0% | -205.5% | -9.9% |
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