+816.6%
GLD vs BMRN
+1,412.0%
-595.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | +2.9% | -3.4% | -0.6% |
| 30D | +4.4% | +11.0% | -6.7% | +4.1% |
| 3M | -1.1% | +17.8% | -18.9% | -1.5% |
| 6M | -13.8% | +10.1% | -23.9% | -14.0% |
| YTD | +2.6% | +11.9% | -9.3% | +2.3% |
| 1Y | +24.5% | +17.2% | +7.3% | +23.9% |
| 3Y | +125.8% | -28.5% | +154.3% | +126.7% |
| 5Y | +137.8% | -21.7% | +159.5% | +137.7% |
| 10Y | +221.4% | -30.5% | +251.9% | +220.2% |
| All | +816.6% | +1,412.0% | -595.5% | +752.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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