+55.2%
BMY vs GLDM
+219.1%
-163.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -0.5% | +4.7% | -5.2% | -0.7% |
| 30D | +4.1% | -0.9% | +5.0% | +4.1% |
| 3M | -2.1% | -4.3% | +2.2% | -1.9% |
| 6M | +12.2% | -13.4% | +25.6% | +13.0% |
| YTD | +20.3% | -5.8% | +26.1% | +20.5% |
| 1Y | +39.2% | +2.1% | +37.1% | +38.9% |
| 3Y | +35.6% | +105.0% | -69.4% | +30.2% |
| 5Y | +28.6% | +122.5% | -93.9% | +22.3% |
| All | +55.2% | +219.1% | -163.9% | +65.9% |
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