+222.0%
GLDM vs BB
-17.0%
+238.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.9% |
| 7D | +1.9% | -8.9% | +10.8% | +2.1% |
| 30D | -1.7% | -12.6% | +10.9% | -1.5% |
| 3M | -3.5% | -4.1% | +0.6% | -3.5% |
| 6M | -10.1% | +49.5% | -59.5% | -10.8% |
| YTD | -5.0% | +120.8% | -125.9% | -6.5% |
| 1Y | +2.8% | +76.2% | -73.4% | +1.5% |
| 3Y | +105.1% | +123.8% | -18.7% | +100.9% |
| 5Y | +124.3% | -24.3% | +148.5% | +120.2% |
| All | +222.0% | -17.0% | +238.9% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling