+92.9%
BLK vs GLDM
+104.2%
-11.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.7% | +4.7% | -1.9% | +1.9% |
| 30D | +10.2% | -0.9% | +11.1% | +10.3% |
| 3M | +4.9% | -4.3% | +9.2% | +5.6% |
| 6M | +11.0% | -13.4% | +24.4% | +13.2% |
| YTD | +11.9% | -5.8% | +17.8% | +12.3% |
| 1Y | +12.6% | +2.1% | +10.5% | +11.6% |
| 3Y | +92.9% | +105.0% | -12.1% | +52.6% |
| All | +92.9% | +104.2% | -11.2% | +52.6% |
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