+225.3%
GLDM vs BB
-8.5%
+233.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.7% |
| 7D | +5.0% | +15.0% | -10.0% | +4.7% |
| 30D | -1.3% | +3.5% | -4.8% | -1.4% |
| 3M | -4.7% | +2.7% | -7.4% | -4.8% |
| 6M | -12.4% | +44.7% | -57.1% | -13.1% |
| YTD | -4.1% | +143.3% | -147.3% | -5.7% |
| 1Y | +3.3% | +102.2% | -98.8% | +1.8% |
| 3Y | +110.9% | +156.1% | -45.2% | +106.1% |
| 5Y | +124.8% | -17.6% | +142.4% | +120.3% |
| All | +225.3% | -8.5% | +233.9% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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