-45.3%
BA vs GLDM
+212.7%
-258.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.0% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | -7.9% | -4.4% | -3.5% | -6.7% |
| 3M | -25.2% | -8.8% | -16.3% | -23.3% |
| 6M | -26.7% | -15.9% | -10.8% | -23.2% |
| YTD | -19.6% | -7.7% | -11.9% | -18.5% |
| 1Y | -10.6% | -3.6% | -7.0% | -10.5% |
| 3Y | -11.2% | +105.2% | -116.5% | -29.8% |
| 5Y | -20.4% | +112.8% | -133.2% | -38.4% |
| All | -45.3% | +212.7% | -258.0% | -58.9% |
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