+16.0%
BND vs GLDM
+221.7%
-205.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +0.4% | +1.9% | -1.5% | +0.2% |
| 30D | +2.3% | -1.7% | +4.0% | +2.5% |
| 3M | -0.8% | -3.5% | +2.8% | -0.5% |
| 6M | -0.8% | -10.1% | +9.2% | +0.1% |
| YTD | -0.6% | -5.0% | +4.4% | -0.8% |
| 1Y | 0.0% | +2.8% | -2.8% | -1.3% |
| 3Y | +14.3% | +105.1% | -90.8% | +0.9% |
| 5Y | -1.8% | +124.3% | -126.1% | -14.8% |
| All | +16.0% | +221.7% | -205.6% | -4.7% |
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