+125.5%
GLDM vs ABCL
-30.1%
+155.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -0.3% | -10.0% | +9.7% | +0.1% |
| 30D | -1.9% | -10.9% | +9.0% | -1.5% |
| 3M | -0.4% | +101.6% | -102.0% | -3.5% |
| 6M | -10.1% | +167.5% | -177.6% | -14.1% |
| YTD | -5.8% | +259.1% | -264.9% | -11.0% |
| 1Y | +3.1% | +152.2% | -149.1% | -2.0% |
| 3Y | +103.4% | +161.3% | -57.9% | +92.0% |
| 5Y | +125.5% | -29.3% | +154.8% | +114.1% |
| All | +125.5% | -30.1% | +155.6% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling