+23.5%
BIL vs GLDM
+219.1%
-195.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | +4.7% | -4.9% | -0.3% |
| 30D | 0.0% | -0.9% | +0.9% | 0.0% |
| 3M | +0.3% | -4.3% | +4.6% | +0.3% |
| 6M | +1.2% | -13.4% | +14.6% | +1.2% |
| YTD | +2.5% | -5.8% | +8.3% | +2.5% |
| 1Y | +3.0% | +2.1% | +1.0% | +3.0% |
| 3Y | +13.2% | +105.0% | -91.9% | +13.1% |
| 5Y | +19.4% | +122.5% | -103.1% | +19.4% |
| All | +23.5% | +219.1% | -195.6% | +23.5% |
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 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