+104.1%
GLD vs ABCL
-26.2%
+130.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -4.6% | -3.3% | -1.3% | -4.4% |
| 30D | -5.5% | -7.1% | +1.7% | -5.3% |
| 3M | -10.9% | +4.7% | -15.6% | -11.3% |
| 6M | -17.4% | +140.9% | -158.3% | -21.0% |
| YTD | -10.3% | +236.0% | -246.3% | -15.4% |
| 1Y | -7.2% | +217.4% | -224.6% | -12.3% |
| 3Y | +96.9% | +188.7% | -91.8% | +85.2% |
| All | +104.1% | -26.2% | +130.3% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling