+129.7%
GLDM vs ABCL
+104.5%
+25.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.3% |
| 3M | -1.1% | +79.4% | -80.5% | -4.8% |
| 6M | -13.7% | +214.9% | -228.5% | -19.6% |
| YTD | +2.8% | +234.2% | -231.4% | -4.8% |
| 1Y | +24.8% | +174.8% | -149.9% | +16.4% |
| All | +129.7% | +104.5% | +25.2% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling