+56.7%
BP vs GLDM
+221.7%
-165.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -11.2% | +1.9% | -13.1% | -11.6% |
| 30D | -0.7% | -1.7% | +1.0% | -0.4% |
| 3M | +9.8% | -3.5% | +13.3% | +10.2% |
| 6M | -1.6% | -10.1% | +8.5% | +0.2% |
| YTD | +33.5% | -5.0% | +38.5% | +32.9% |
| 1Y | +31.7% | +2.8% | +29.0% | +28.3% |
| 3Y | +45.1% | +105.1% | -60.0% | +14.7% |
| 5Y | +105.9% | +124.3% | -18.4% | +57.7% |
| All | +56.7% | +221.7% | -165.0% | +15.3% |
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