+98.8%
BKNG vs GLDM
+141.3%
-42.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.7% |
| 7D | -7.9% | +0.7% | -8.6% | -7.9% |
| 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% | -1.1% |
| YTD | -15.4% | +1.0% | -16.4% | -15.5% |
| 1Y | -18.5% | +19.7% | -38.3% | -19.4% |
| 3Y | +46.5% | +126.5% | -80.0% | +35.2% |
| 5Y | +98.8% | +142.5% | -43.7% | +70.2% |
| All | +98.8% | +141.3% | -42.5% | +70.2% |
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