+2.5%
BKR vs GLDM
-3.6%
+6.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | -0.4% | -2.0% | +1.5% | -0.1% |
| 30D | -11.6% | -4.4% | -7.2% | -10.8% |
| 3M | -23.4% | -8.8% | -14.6% | -21.9% |
| 6M | -22.9% | -15.9% | -7.0% | -20.3% |
| YTD | +10.2% | -7.7% | +17.9% | +12.8% |
| 1Y | +2.5% | -3.6% | +6.1% | +4.7% |
| All | +2.5% | -3.6% | +6.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling