-23.1%
BA vs GLDM
+126.2%
-149.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.5% |
| 6M | -23.1% | -10.1% | -13.1% | -20.7% |
| YTD | -20.6% | -5.0% | -15.5% | -20.2% |
| 1Y | -12.7% | +2.8% | -15.5% | -14.7% |
| 3Y | -11.6% | +105.1% | -116.7% | -35.2% |
| 5Y | -23.1% | +124.3% | -147.4% | -47.8% |
| All | -23.1% | +126.2% | -149.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling