+27.3%
BMY vs GLDM
+121.8%
-94.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -3.1% | -4.3% | +1.2% | -2.9% |
| 6M | +11.0% | -13.4% | +24.4% | +11.8% |
| YTD | +19.1% | -5.8% | +24.9% | +19.2% |
| 1Y | +37.8% | +2.1% | +35.7% | +37.5% |
| 3Y | +34.2% | +105.0% | -70.8% | +28.8% |
| All | +27.3% | +121.8% | -94.4% | +17.5% |
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