+117.7%
GLDM vs ABCL
-79.6%
+197.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +2.9% | +2.3% | +0.6% | +2.7% |
| 30D | -3.9% | -0.7% | -3.2% | -4.0% |
| 3M | -8.1% | +33.4% | -41.5% | -9.3% |
| 6M | -14.7% | +137.8% | -152.5% | -17.9% |
| YTD | -6.6% | +264.3% | -270.9% | -11.4% |
| 1Y | -2.1% | +209.2% | -211.2% | -6.8% |
| 3Y | +107.7% | +208.4% | -100.7% | +96.3% |
| 5Y | +116.5% | -11.9% | +128.4% | +108.3% |
| All | +117.7% | -79.6% | +197.2% | +112.6% |
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