+65.2%
BMY vs GLDM
+248.1%
-182.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +5.0% | +4.4% | +0.6% | +4.8% |
| 3M | +19.4% | -1.1% | +20.4% | +19.5% |
| 6M | +9.5% | -13.7% | +23.2% | +10.2% |
| YTD | +28.1% | +2.8% | +25.3% | +27.7% |
| 1Y | +50.0% | +24.8% | +25.1% | +48.2% |
| 3Y | +24.1% | +127.8% | -103.7% | +18.5% |
| 5Y | +25.0% | +141.1% | -116.2% | +18.6% |
| All | +65.2% | +248.1% | -182.9% | +75.9% |
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 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