-44.5%
BA vs GLDM
+219.0%
-263.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.5% | +1.0% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | -8.2% | -1.9% | -6.3% | -7.7% |
| 3M | -25.4% | -0.4% | -25.0% | -25.4% |
| 6M | -20.0% | -10.1% | -9.9% | -17.7% |
| YTD | -18.5% | -5.8% | -12.6% | -17.8% |
| 1Y | -10.6% | +3.1% | -13.7% | -12.2% |
| 3Y | -9.3% | +103.4% | -112.6% | -28.0% |
| 5Y | -16.9% | +125.5% | -142.4% | -36.6% |
| All | -44.5% | +219.0% | -263.5% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling