-2.4%
GLD vs ABCL
+198.8%
-201.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +2.3% | +0.5% | +2.5% |
| 30D | -4.0% | -0.7% | -3.3% | -4.1% |
| 3M | -8.2% | +33.4% | -41.6% | -11.4% |
| 6M | -14.8% | +137.8% | -152.6% | -24.4% |
| YTD | -6.8% | +264.3% | -271.1% | -22.7% |
| 1Y | -2.4% | +209.2% | -211.6% | -18.4% |
| All | -2.4% | +198.8% | -201.2% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling