+213.3%
GLD vs ABT
+202.4%
+10.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.6% |
| 7D | +0.7% | -3.1% | +3.9% | +0.9% |
| 30D | +0.3% | -2.1% | +2.4% | +0.4% |
| 3M | +0.6% | +17.4% | -16.8% | -0.1% |
| 6M | -15.6% | -2.4% | -13.2% | -15.5% |
| YTD | +0.9% | -14.2% | +15.1% | +1.5% |
| 1Y | +19.4% | -18.3% | +37.7% | +20.4% |
| 3Y | +124.5% | +11.5% | +113.0% | +122.9% |
| 5Y | +138.9% | -9.9% | +148.8% | +138.5% |
| 10Y | +213.3% | +204.4% | +8.9% | +207.5% |
| All | +213.3% | +202.4% | +10.9% | +207.5% |
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