+249.9%
BNY vs GLDM
+204.4%
+45.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | -4.6% | +8.5% | +4.0% |
| 30D | +11.9% | -5.5% | +17.4% | +12.1% |
| 3M | -5.0% | -10.9% | +5.8% | -4.8% |
| 6M | +14.6% | -17.3% | +31.9% | +14.8% |
| YTD | +34.5% | -10.2% | +44.6% | +35.4% |
| 1Y | +40.6% | -6.9% | +47.5% | +41.7% |
| 3Y | +261.7% | +98.7% | +163.1% | +280.6% |
| 5Y | +192.3% | +106.7% | +85.6% | +205.6% |
| All | +249.9% | +204.4% | +45.5% | +305.2% |
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