+33.1%
BLK vs GLDM
+141.3%
-108.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -3.6% | +0.3% | -3.9% | -3.7% |
| 3M | +10.1% | +0.7% | +9.4% | +9.8% |
| 6M | +15.3% | -15.4% | +30.7% | +18.1% |
| YTD | +3.5% | +1.0% | +2.5% | +2.5% |
| 1Y | +0.7% | +19.7% | -19.0% | -3.4% |
| 3Y | +68.7% | +126.5% | -57.8% | +36.8% |
| 5Y | +33.1% | +142.5% | -109.4% | -3.2% |
| All | +33.1% | +141.3% | -108.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling