+1,574.6%
BE vs GLDM
+128.8%
+1,445.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +8.0% |
| 7D | +20.0% | -0.5% | +20.5% | +20.4% |
| 30D | +7.9% | +4.4% | +3.5% | +4.1% |
| 3M | -13.2% | -1.1% | -12.2% | -12.6% |
| 6M | +53.5% | -13.7% | +67.1% | +68.4% |
| YTD | +191.0% | +2.8% | +188.3% | +190.6% |
| 1Y | +360.5% | +24.8% | +335.7% | +321.7% |
| All | +1,574.6% | +128.8% | +1,445.9% | +785.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling