-19.9%
BKNG vs GLDM
+18.4%
-38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.5% |
| 7D | -10.7% | -3.4% | -7.3% | -10.8% |
| 30D | -18.1% | -1.1% | -17.0% | -18.1% |
| 3M | +8.5% | +5.9% | +2.7% | +9.1% |
| 6M | -0.1% | -16.9% | +16.8% | -2.8% |
| YTD | -18.2% | +0.2% | -18.4% | -16.0% |
| 1Y | -19.9% | +18.6% | -38.4% | -14.1% |
| All | -19.9% | +18.4% | -38.3% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling