+2.8%
GLDM vs ABCL
+127.6%
-124.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.2% | +1.7% |
| 7D | +1.9% | -14.9% | +16.8% | +3.3% |
| 30D | -1.7% | -15.4% | +13.7% | -0.4% |
| 3M | -3.5% | +88.0% | -91.5% | -10.5% |
| 6M | -10.1% | +138.8% | -148.9% | -20.1% |
| YTD | -5.0% | +225.4% | -230.5% | -19.3% |
| 1Y | +2.8% | +137.3% | -134.5% | -11.6% |
| All | +2.8% | +127.6% | -124.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling