+117.0%
BKNG vs GLDM
+245.4%
-128.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.8% |
| 7D | -13.1% | +0.2% | -13.3% | -13.1% |
| 30D | -18.5% | +0.3% | -18.8% | -18.5% |
| 3M | +5.8% | +3.3% | +2.5% | +5.8% |
| 6M | -2.1% | -14.5% | +12.4% | -2.5% |
| YTD | -18.6% | +1.9% | -20.6% | -18.7% |
| 1Y | -21.7% | +21.1% | -42.8% | -22.0% |
| 3Y | +40.9% | +128.6% | -87.7% | +37.2% |
| 5Y | +91.0% | +143.8% | -52.8% | +83.2% |
| All | +117.0% | +245.4% | -128.3% | +112.9% |
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