+121.2%
GLDM vs ABCL
-81.8%
+203.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.2% | +1.2% |
| 7D | +1.9% | -14.9% | +16.8% | +2.4% |
| 30D | -1.7% | -15.4% | +13.7% | -1.2% |
| 3M | -3.5% | +88.0% | -91.5% | -6.1% |
| 6M | -10.1% | +138.8% | -148.9% | -13.4% |
| YTD | -5.0% | +225.4% | -230.5% | -9.6% |
| 1Y | +2.8% | +137.3% | -134.5% | -1.5% |
| 3Y | +105.1% | +136.8% | -31.7% | +95.1% |
| 5Y | +124.3% | -26.2% | +150.5% | +117.0% |
| All | +121.2% | -81.8% | +203.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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