+51.3%
BKR vs GLDM
+111.5%
-60.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -8.7% | +5.0% | -13.6% | -9.6% |
| 30D | -14.6% | -1.3% | -13.2% | -14.3% |
| 3M | -21.3% | -4.7% | -16.6% | -20.6% |
| 6M | -23.9% | -12.4% | -11.5% | -22.1% |
| YTD | +7.5% | -4.1% | +11.6% | +8.2% |
| 1Y | +2.3% | +3.3% | -1.0% | +1.5% |
| 3Y | +51.3% | +110.9% | -59.7% | +24.3% |
| All | +51.3% | +111.5% | -60.3% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling