-13.6%
GLD vs ABT
+27.2%
-40.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | +4.7% | +3.5% | +1.2% | +4.6% |
| 30D | -0.9% | +12.0% | -12.9% | -1.1% |
| 3M | -4.4% | +2.5% | -6.9% | -4.2% |
| 6M | -13.6% | +29.1% | -42.6% | -13.4% |
| All | -13.6% | +27.2% | -40.8% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling