+212.2%
GLD vs ABT
+221.4%
-9.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -1.3% | +11.6% | -12.9% | -1.8% |
| 3M | -4.8% | +3.1% | -7.9% | -4.9% |
| 6M | -12.5% | +32.8% | -45.3% | -13.6% |
| YTD | -4.2% | -9.6% | +5.4% | -3.9% |
| 1Y | +3.0% | -10.4% | +13.4% | +3.5% |
| 3Y | +109.1% | +25.8% | +83.3% | +106.6% |
| 5Y | +121.6% | -3.4% | +125.0% | +120.5% |
| 10Y | +212.2% | +232.9% | -20.6% | +204.2% |
| All | +212.2% | +221.4% | -9.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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