+145.9%
GLDM vs BB
-30.6%
+176.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -5.6% | +5.1% | -0.3% |
| 30D | +4.4% | -11.8% | +16.2% | +4.8% |
| 3M | -1.1% | -25.5% | +24.5% | -0.3% |
| 6M | -13.7% | +121.3% | -134.9% | -16.2% |
| YTD | +2.8% | +103.2% | -100.4% | 0.0% |
| 1Y | +24.8% | +102.6% | -77.8% | +21.4% |
| 3Y | +127.8% | +37.5% | +90.3% | +121.5% |
| All | +145.9% | -30.6% | +176.4% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling