+172.4%
GLDM vs BBIO
+155.4%
+17.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -5.5% | +5.3% | -10.8% | -5.5% |
| 30D | -7.0% | +23.5% | -30.5% | -7.1% |
| 3M | -12.3% | -6.8% | -5.5% | -12.3% |
| 6M | -17.9% | +18.5% | -36.4% | -18.0% |
| YTD | -10.3% | +2.2% | -12.5% | -10.3% |
| 1Y | -7.8% | +18.0% | -25.8% | -7.9% |
| 3Y | +99.5% | +188.5% | -89.0% | +98.4% |
| 5Y | +106.5% | +63.3% | +43.2% | +104.5% |
| All | +172.4% | +155.4% | +17.0% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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