+737.9%
BE vs GLDM
+219.3%
+518.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.2% | +14.1% | +13.8% |
| 7D | +4.5% | -2.0% | +6.5% | +6.0% |
| 30D | -20.1% | -4.4% | -15.7% | -17.3% |
| 3M | -0.8% | -8.8% | +8.0% | +6.4% |
| 6M | -26.2% | -15.9% | -10.3% | -16.0% |
| YTD | +141.1% | -7.7% | +148.8% | +159.3% |
| 1Y | +64.8% | -3.6% | +68.4% | +72.5% |
| 3Y | +1,887.4% | +105.2% | +1,782.1% | +1,148.6% |
| 5Y | +518.1% | +112.8% | +405.3% | +271.2% |
| All | +737.9% | +219.3% | +518.6% | +481.6% |
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