-63.4%
ADBE vs GLDM
+116.0%
-179.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | -0.3% |
| 7D | -3.8% | +2.9% | -6.7% | -3.8% |
| 30D | -2.3% | -3.9% | +1.6% | -2.3% |
| 3M | -13.3% | -8.1% | -5.2% | -13.3% |
| 6M | -6.5% | -14.7% | +8.2% | -6.4% |
| YTD | -32.4% | -6.6% | -25.8% | -33.0% |
| 1Y | -28.0% | -2.1% | -26.0% | -29.0% |
| 3Y | -60.4% | +107.7% | -168.0% | -66.7% |
| 5Y | -63.4% | +116.5% | -179.9% | -72.8% |
| All | -63.4% | +116.0% | -179.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling