+249.6%
ALAB vs GLDM
+92.0%
+157.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.9% | +11.9% | +12.8% |
| 7D | -5.6% | +5.0% | -10.5% | -7.9% |
| 30D | -36.6% | -1.3% | -35.3% | -36.1% |
| 3M | -35.1% | -4.7% | -30.4% | -33.5% |
| 6M | +8.5% | -12.4% | +20.9% | +14.6% |
| YTD | +30.4% | -4.1% | +34.4% | +36.9% |
| 1Y | +31.0% | +3.3% | +27.7% | +35.1% |
| All | +249.6% | +92.0% | +157.6% | +183.9% |
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