+163.4%
BLK vs GLDM
+242.2%
-78.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -2.4% | +0.7% | -3.2% | -2.5% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +10.7% | +0.7% | +10.0% | +10.4% |
| 6M | +15.9% | -15.4% | +31.3% | +18.2% |
| YTD | +4.0% | +1.0% | +3.0% | +3.4% |
| 1Y | +1.3% | +19.7% | -18.5% | -1.8% |
| 3Y | +69.6% | +126.5% | -56.9% | +48.1% |
| 5Y | +33.8% | +142.5% | -108.7% | +13.7% |
| All | +163.4% | +242.2% | -78.8% | +138.4% |
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