+141.9%
BKNG vs GLDM
+248.1%
-106.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -6.6% | +4.4% | -11.0% | -6.6% |
| 3M | +15.7% | -1.1% | +16.8% | +15.6% |
| 6M | +14.1% | -13.7% | +27.8% | +13.7% |
| YTD | -9.3% | +2.8% | -12.1% | -9.3% |
| 1Y | -12.8% | +24.8% | -37.6% | -13.1% |
| 3Y | +58.4% | +127.8% | -69.4% | +54.3% |
| 5Y | +114.1% | +141.1% | -27.0% | +105.3% |
| All | +141.9% | +248.1% | -106.3% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling