+816.6%
GLD vs ABT
+757.4%
+59.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.5% |
| 30D | +4.4% | +2.5% | +1.9% | +4.4% |
| 3M | -1.1% | +20.2% | -21.3% | -1.2% |
| 6M | -13.8% | -2.9% | -10.9% | -13.8% |
| YTD | +2.6% | -11.9% | +14.6% | +2.7% |
| 1Y | +24.5% | -16.5% | +41.1% | +24.7% |
| 3Y | +125.8% | +12.1% | +113.7% | +125.8% |
| 5Y | +137.8% | -7.4% | +145.2% | +137.5% |
| 10Y | +221.4% | +210.7% | +10.7% | +231.3% |
| All | +816.6% | +757.4% | +59.1% | +855.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling