+96.6%
GLD vs ABT
+19.4%
+77.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.7% |
| 7D | -5.5% | -5.6% | +0.1% | -5.2% |
| 30D | -7.0% | +5.2% | -12.2% | -7.2% |
| 3M | -12.4% | -2.7% | -9.7% | -12.2% |
| 6M | -18.0% | +28.8% | -46.9% | -19.0% |
| YTD | -10.5% | -12.3% | +1.8% | -9.4% |
| 1Y | -8.1% | -14.7% | +6.6% | -6.8% |
| All | +96.6% | +19.4% | +77.2% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling