+145.9%
GLDM vs BAH
-3.4%
+149.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 6M | -13.7% | -5.7% | -8.0% | -13.7% |
| YTD | +2.8% | -11.7% | +14.5% | +2.6% |
| 1Y | +24.8% | -27.4% | +52.2% | +25.0% |
| 3Y | +127.8% | -32.5% | +160.3% | +128.4% |
| All | +145.9% | -3.4% | +149.3% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling