+39.0%
BKNG vs GLDM
+111.5%
-72.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | +6.3% | +5.0% | +1.4% | +6.2% |
| 30D | +2.0% | -1.3% | +3.3% | +1.8% |
| 3M | -23.6% | -4.7% | -18.9% | -23.7% |
| 6M | -1.0% | -12.4% | +11.4% | -1.8% |
| YTD | -23.1% | -4.1% | -19.1% | -23.0% |
| 1Y | -16.5% | +3.3% | -19.8% | -16.1% |
| 3Y | +39.0% | +110.9% | -71.9% | +28.8% |
| All | +39.0% | +111.5% | -72.5% | +28.8% |
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