+139.4%
GLDM vs ABCL
-81.3%
+220.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +4.4% | +93.1% | -88.7% | +1.7% |
| 3M | -1.1% | +79.4% | -80.5% | -3.5% |
| 6M | -13.7% | +214.9% | -228.5% | -17.5% |
| YTD | +2.8% | +234.2% | -231.4% | -2.0% |
| 1Y | +24.8% | +174.8% | -149.9% | +19.4% |
| 3Y | +127.8% | +104.5% | +23.3% | +117.2% |
| 5Y | +141.1% | -39.0% | +180.2% | +134.2% |
| All | +139.4% | -81.3% | +220.7% | +135.1% |
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