+16.5%
BND vs GLDM
+248.1%
-231.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -0.4% | +4.4% | -4.8% | -0.8% |
| 3M | -0.6% | -1.1% | +0.4% | -0.6% |
| 6M | -1.4% | -13.7% | +12.2% | 0.0% |
| YTD | -0.2% | +2.8% | -3.0% | -1.2% |
| 1Y | +1.3% | +24.8% | -23.6% | -2.5% |
| 3Y | +13.2% | +127.8% | -114.7% | -1.3% |
| 5Y | -1.6% | +141.1% | -142.7% | -15.2% |
| All | +16.5% | +248.1% | -231.6% | -5.0% |
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