-1.0%
BLK vs GLDM
+20.1%
-21.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.3% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -4.8% | +0.3% | -5.0% | -4.8% |
| 3M | +6.5% | +3.3% | +3.2% | +5.8% |
| 6M | +13.2% | -14.5% | +27.6% | +14.9% |
| YTD | +1.8% | +1.9% | -0.1% | -0.4% |
| 1Y | -1.0% | +21.1% | -22.1% | -2.8% |
| All | -1.0% | +20.1% | -21.0% | -2.8% |
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