+30.7%
BP vs GLDM
+1.8%
+28.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -11.6% | +4.7% | -16.3% | -11.6% |
| 30D | 0.0% | -0.9% | +0.9% | +0.2% |
| 3M | +6.7% | -4.3% | +11.1% | +6.8% |
| 6M | +2.2% | -13.4% | +15.6% | +3.3% |
| YTD | +33.0% | -5.8% | +38.8% | +32.4% |
| 1Y | +30.7% | +2.1% | +28.7% | +27.5% |
| All | +30.7% | +1.8% | +28.9% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling