+204.3%
GLDM vs BB
-9.5%
+213.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.7% |
| 7D | -5.5% | +9.0% | -14.5% | -5.7% |
| 30D | -7.0% | +7.7% | -14.7% | -7.2% |
| 3M | -12.3% | +4.0% | -16.3% | -12.4% |
| 6M | -17.9% | +46.6% | -64.5% | -18.6% |
| YTD | -10.3% | +140.6% | -150.9% | -11.8% |
| 1Y | -7.8% | +103.1% | -110.9% | -9.1% |
| 3Y | +99.5% | +150.5% | -51.1% | +95.0% |
| 5Y | +106.5% | -15.4% | +121.9% | +102.3% |
| All | +204.3% | -9.5% | +213.8% | +201.7% |
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