+267.2%
ALAB vs GLDM
+79.6%
+187.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | 0.0% |
| 7D | +26.9% | -5.5% | +32.4% | +30.4% |
| 30D | -30.0% | -7.0% | -23.0% | -27.4% |
| 3M | -28.5% | -12.3% | -16.3% | -23.9% |
| 6M | +11.4% | -17.9% | +29.3% | +21.4% |
| YTD | +36.9% | -10.3% | +47.2% | +48.5% |
| 1Y | +44.4% | -7.8% | +52.1% | +55.2% |
| All | +267.2% | +79.6% | +187.7% | +207.8% |
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 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