+400.4%
ALAB vs GLDM
+105.6%
+294.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +10.1% |
| 7D | +7.2% | -0.5% | +7.8% | +7.5% |
| 30D | -2.5% | +4.4% | -6.9% | -4.4% |
| 3M | -13.3% | -1.1% | -12.2% | -13.1% |
| 6M | +172.8% | -13.7% | +186.5% | +186.3% |
| YTD | +86.6% | +2.8% | +83.8% | +89.4% |
| 1Y | +65.2% | +24.8% | +40.3% | +57.5% |
| All | +400.4% | +105.6% | +294.8% | +292.6% |
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