+114.1%
GLD vs ABCL
-79.6%
+193.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | -8.2% | +33.4% | -41.6% | -9.4% |
| 6M | -14.8% | +137.8% | -152.6% | -18.1% |
| YTD | -6.8% | +264.3% | -271.1% | -11.7% |
| 1Y | -2.4% | +209.2% | -211.6% | -7.2% |
| 3Y | +105.8% | +208.4% | -102.7% | +94.2% |
| 5Y | +113.3% | -11.9% | +125.2% | +105.0% |
| All | +114.1% | -79.6% | +193.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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