+248.5%
GLDM vs BAH
+91.8%
+156.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +4.4% | +2.0% | +2.4% | +4.4% |
| 3M | -1.1% | -7.6% | +6.6% | -1.0% |
| 6M | -13.7% | -5.7% | -8.0% | -13.7% |
| YTD | +2.8% | -11.7% | +14.5% | +2.8% |
| 1Y | +24.8% | -27.4% | +52.2% | +25.5% |
| 3Y | +127.8% | -32.5% | +160.3% | +128.5% |
| 5Y | +141.1% | -3.3% | +144.5% | +137.6% |
| All | +248.5% | +91.8% | +156.7% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling