+87.7%
BKR vs GLDM
+212.7%
-125.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.7% |
| 7D | -0.4% | -2.0% | +1.5% | 0.0% |
| 30D | -11.6% | -4.4% | -7.2% | -10.7% |
| 3M | -23.4% | -8.8% | -14.6% | -21.8% |
| 6M | -22.9% | -15.9% | -7.0% | -19.8% |
| YTD | +10.2% | -7.7% | +17.9% | +11.4% |
| 1Y | +2.5% | -3.6% | +6.1% | +2.4% |
| 3Y | +53.1% | +105.2% | -52.1% | +21.4% |
| 5Y | +127.1% | +112.8% | +14.4% | +76.3% |
| All | +87.7% | +212.7% | -125.1% | +47.1% |
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