-45.9%
BA vs GLDM
+221.7%
-267.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.8% |
| 7D | -0.1% | +1.9% | -2.0% | -0.7% |
| 30D | -9.1% | -1.7% | -7.4% | -8.7% |
| 3M | -28.2% | -3.5% | -24.6% | -27.6% |
| 6M | -23.1% | -10.1% | -13.1% | -20.9% |
| YTD | -20.6% | -5.0% | -15.5% | -20.1% |
| 1Y | -12.7% | +2.8% | -15.5% | -14.2% |
| 3Y | -11.6% | +105.1% | -116.7% | -30.1% |
| 5Y | -23.1% | +124.3% | -147.4% | -41.3% |
| All | -45.9% | +221.7% | -267.6% | -59.7% |
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