+32.6%
BMY vs GLDM
-6.3%
+39.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -1.3% | -5.5% | +4.2% | -1.0% |
| 30D | +10.0% | -7.0% | +17.0% | +10.3% |
| 3M | -1.2% | -12.3% | +11.1% | -0.4% |
| 6M | +12.8% | -17.9% | +30.7% | +14.6% |
| YTD | +20.7% | -10.3% | +30.9% | +18.2% |
| 1Y | +32.6% | -7.8% | +40.4% | +24.2% |
| All | +32.6% | -6.3% | +39.0% | +24.2% |
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 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