+103.2%
GLD vs ABCL
+156.0%
-52.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -1.2% |
| 7D | +4.7% | -3.2% | +7.9% | +4.8% |
| 30D | -0.9% | -7.4% | +6.5% | -0.6% |
| 3M | -4.4% | +81.9% | -86.3% | -8.1% |
| 6M | -13.6% | +135.7% | -149.3% | -18.6% |
| YTD | -6.0% | +247.4% | -253.4% | -13.4% |
| 1Y | +1.8% | +162.3% | -160.5% | -5.6% |
| 3Y | +103.2% | +165.5% | -62.3% | +86.9% |
| All | +103.2% | +156.0% | -52.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling