+593.0%
BE vs GLDM
+225.8%
+367.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +4.0% |
| 7D | -14.7% | +4.7% | -19.4% | -18.0% |
| 30D | -40.5% | -0.9% | -39.7% | -40.1% |
| 3M | -24.3% | -4.3% | -20.0% | -21.8% |
| 6M | -39.3% | -13.4% | -25.9% | -32.4% |
| YTD | +99.4% | -5.8% | +105.2% | +111.2% |
| 1Y | +26.6% | +2.1% | +24.5% | +27.5% |
| 3Y | +1,616.9% | +105.0% | +1,511.9% | +976.3% |
| 5Y | +441.4% | +122.5% | +318.9% | +216.2% |
| All | +593.0% | +225.8% | +367.1% | +373.6% |
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