+30.9%
BMY vs GLDM
+107.1%
-76.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | -4.6% | +6.7% | +2.3% |
| 30D | +7.0% | -5.5% | +12.5% | +7.2% |
| 3M | -0.9% | -10.9% | +10.0% | -0.4% |
| 6M | +14.9% | -17.3% | +32.3% | +16.0% |
| YTD | +22.8% | -10.2% | +33.0% | +23.2% |
| 1Y | +36.2% | -6.9% | +43.2% | +36.5% |
| 3Y | +45.7% | +98.7% | -53.0% | +39.9% |
| All | +30.9% | +107.1% | -76.2% | +23.2% |
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