+140.6%
BKR vs GLDM
+245.4%
-104.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -0.7% | +0.3% | -0.9% | -0.8% |
| 3M | +0.5% | +3.3% | -2.8% | -0.5% |
| 6M | +6.6% | -14.5% | +21.1% | +10.5% |
| YTD | +41.3% | +1.9% | +39.3% | +39.4% |
| 1Y | +42.2% | +21.1% | +21.1% | +33.7% |
| 3Y | +83.4% | +128.6% | -45.2% | +41.6% |
| 5Y | +203.6% | +143.8% | +59.8% | +128.8% |
| All | +140.6% | +245.4% | -104.8% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling