+1.7%
ADBE vs GLDM
+221.7%
-219.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -0.7% | +1.9% | -2.6% | -0.8% |
| 30D | +3.5% | -1.7% | +5.2% | +3.6% |
| 3M | -5.0% | -3.5% | -1.4% | -4.8% |
| 6M | -3.6% | -10.1% | +6.5% | -3.0% |
| YTD | -29.6% | -5.0% | -24.5% | -30.1% |
| 1Y | -26.6% | +2.8% | -29.3% | -27.8% |
| 3Y | -56.3% | +105.1% | -161.4% | -62.4% |
| 5Y | -62.8% | +124.3% | -187.1% | -69.2% |
| All | +1.7% | +221.7% | -219.9% | -7.2% |
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