+207.4%
ALAB vs GLDM
+88.5%
+119.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | -26.3% | +4.7% | -30.9% | -28.2% |
| 30D | -50.1% | -0.9% | -49.2% | -49.8% |
| 3M | -42.5% | -4.3% | -38.2% | -41.1% |
| 6M | -10.8% | -13.4% | +2.6% | -5.3% |
| YTD | +14.6% | -5.8% | +20.4% | +21.4% |
| 1Y | +17.1% | +2.1% | +15.1% | +21.6% |
| All | +207.4% | +88.5% | +119.0% | +151.7% |
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