+44.7%
BP vs GLDM
+105.8%
-61.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -11.2% | +1.9% | -13.1% | -11.4% |
| 30D | -0.7% | -1.7% | +1.0% | -0.5% |
| 3M | +9.8% | -3.5% | +13.3% | +10.1% |
| 6M | -1.6% | -10.1% | +8.5% | -0.2% |
| YTD | +33.5% | -5.0% | +38.5% | +32.3% |
| 1Y | +31.7% | +2.8% | +29.0% | +27.8% |
| All | +44.7% | +105.8% | -61.1% | +5.5% |
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 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