+58.0%
BKNG vs GLDM
+125.6%
-67.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | +6.3% | +5.0% | +1.4% | +6.1% |
| 30D | +2.0% | -1.3% | +3.3% | +1.9% |
| 3M | -23.6% | -4.7% | -18.9% | -23.6% |
| 6M | -1.0% | -12.4% | +11.4% | -1.3% |
| YTD | -23.1% | -4.1% | -19.1% | -23.2% |
| 1Y | -16.5% | +3.3% | -19.8% | -16.7% |
| 3Y | +39.0% | +110.9% | -71.9% | +29.4% |
| 5Y | +58.0% | +124.8% | -66.8% | +33.6% |
| All | +58.0% | +125.6% | -67.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling