+269.0%
BNY vs GLDM
+245.4%
+23.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +1.9% | +0.3% | +1.7% | +1.9% |
| 3M | +13.9% | +3.3% | +10.6% | +13.8% |
| 6M | +42.3% | -14.5% | +56.8% | +42.1% |
| YTD | +41.8% | +1.9% | +39.9% | +42.4% |
| 1Y | +57.9% | +21.1% | +36.9% | +60.0% |
| 3Y | +290.7% | +128.6% | +162.1% | +310.4% |
| 5Y | +252.3% | +143.8% | +108.5% | +269.9% |
| All | +269.0% | +245.4% | +23.7% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling