+259.4%
BNY vs GLDM
+111.5%
+147.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | +2.3% | +5.0% | -2.6% | +1.7% |
| 30D | +6.4% | -1.3% | +7.7% | +6.6% |
| 3M | -3.6% | -4.7% | +1.1% | -3.2% |
| 6M | +16.9% | -12.4% | +29.2% | +18.2% |
| YTD | +32.6% | -4.1% | +36.6% | +33.2% |
| 1Y | +40.4% | +3.3% | +37.0% | +40.4% |
| 3Y | +259.4% | +110.9% | +148.5% | +220.1% |
| All | +259.4% | +111.5% | +147.9% | +220.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling