-33.4%
BA vs GLDM
+248.1%
-281.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -11.6% | +4.4% | -16.0% | -12.9% |
| 3M | -2.4% | -1.1% | -1.3% | -2.3% |
| 6M | -6.6% | -13.7% | +7.0% | -3.2% |
| YTD | -2.2% | +2.8% | -5.0% | -3.8% |
| 1Y | -8.0% | +24.8% | -32.9% | -14.8% |
| 3Y | -5.0% | +127.8% | -132.8% | -27.1% |
| 5Y | -2.7% | +141.1% | -143.9% | -27.2% |
| All | -33.4% | +248.1% | -281.6% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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