+168.5%
BLK vs GLDM
+248.1%
-79.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -1.0% | +4.4% | -5.4% | -1.6% |
| 3M | +10.4% | -1.1% | +11.4% | +10.4% |
| 6M | +8.2% | -13.7% | +21.8% | +10.0% |
| YTD | +6.0% | +2.8% | +3.3% | +5.1% |
| 1Y | +3.3% | +24.8% | -21.5% | -0.3% |
| 3Y | +70.3% | +127.8% | -57.5% | +48.5% |
| 5Y | +34.5% | +141.1% | -106.7% | +14.2% |
| All | +168.5% | +248.1% | -79.6% | +142.4% |
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 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