+701.6%
BE vs GLDM
+225.7%
+475.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.7% | -10.0% | -9.1% |
| 7D | -12.1% | -0.3% | -11.9% | -12.1% |
| 30D | -30.1% | -1.9% | -28.2% | -28.9% |
| 3M | -12.1% | -0.4% | -11.8% | -11.7% |
| 6M | -30.6% | -10.1% | -20.5% | -24.5% |
| YTD | +130.6% | -5.8% | +136.5% | +144.7% |
| 1Y | +55.3% | +3.1% | +52.2% | +55.7% |
| 3Y | +1,755.6% | +103.4% | +1,652.2% | +1,071.1% |
| 5Y | +564.5% | +125.5% | +438.9% | +286.2% |
| All | +701.6% | +225.7% | +475.9% | +448.8% |
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 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