+102.2%
BKNG vs GLDM
+204.0%
-101.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | -4.5% | -5.5% | +1.0% | -4.3% |
| 30D | +2.3% | -7.0% | +9.3% | +2.4% |
| 3M | -23.9% | -12.3% | -11.6% | -23.8% |
| 6M | +0.9% | -17.9% | +18.8% | +0.8% |
| YTD | -24.2% | -10.3% | -13.9% | -24.1% |
| 1Y | -21.4% | -7.8% | -13.7% | -21.4% |
| 3Y | +34.2% | +99.5% | -65.3% | +30.8% |
| 5Y | +68.3% | +106.5% | -38.2% | +61.5% |
| All | +102.2% | +204.0% | -101.8% | +98.5% |
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