+46.5%
BKNG vs GLDM
+126.1%
-79.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.8% |
| 7D | -7.9% | +0.7% | -8.6% | -7.8% |
| 30D | -15.9% | +0.3% | -16.2% | -15.9% |
| 3M | +11.1% | +0.7% | +10.4% | +11.0% |
| 6M | -0.7% | -15.4% | +14.7% | -2.2% |
| YTD | -15.4% | +1.0% | -16.4% | -14.9% |
| 1Y | -18.5% | +19.7% | -38.3% | -17.6% |
| 3Y | +46.5% | +126.5% | -80.0% | +61.3% |
| All | +46.5% | +126.1% | -79.6% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling