+140.1%
BKR vs GLDM
+248.1%
-108.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | +3.3% | +4.4% | -1.1% | +2.1% |
| 3M | -3.6% | -1.1% | -2.5% | -3.5% |
| 6M | +5.0% | -13.7% | +18.7% | +8.6% |
| YTD | +40.9% | +2.8% | +38.2% | +38.9% |
| 1Y | +39.2% | +24.8% | +14.4% | +29.8% |
| 3Y | +83.7% | +127.8% | -44.1% | +42.1% |
| 5Y | +207.5% | +141.1% | +66.4% | +132.0% |
| All | +140.1% | +248.1% | -108.1% | +83.5% |
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