+53.6%
BP vs GLDM
+248.1%
-194.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +3.9% | -0.5% | +4.5% | +4.0% |
| 30D | +7.6% | +4.4% | +3.2% | +6.5% |
| 3M | +0.7% | -1.1% | +1.8% | +0.8% |
| 6M | +15.5% | -13.7% | +29.2% | +19.1% |
| YTD | +30.8% | +2.8% | +28.1% | +28.4% |
| 1Y | +34.3% | +24.8% | +9.5% | +24.3% |
| 3Y | +35.1% | +127.8% | -92.8% | +4.4% |
| 5Y | +126.8% | +141.1% | -14.3% | +71.4% |
| All | +53.6% | +248.1% | -194.6% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling