+56.3%
BP vs GLDM
+225.0%
-168.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.2% |
| 7D | -6.9% | +5.0% | -11.8% | -7.7% |
| 30D | -3.6% | -1.3% | -2.3% | -3.4% |
| 3M | +8.4% | -4.7% | +13.1% | +9.2% |
| 6M | +5.3% | -12.4% | +17.7% | +8.0% |
| YTD | +33.2% | -4.1% | +37.2% | +32.3% |
| 1Y | +28.2% | +3.3% | +24.8% | +24.7% |
| 3Y | +49.2% | +110.9% | -61.7% | +17.1% |
| 5Y | +102.9% | +124.8% | -21.9% | +55.3% |
| All | +56.3% | +225.0% | -168.8% | +14.8% |
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