+204.1%
GLDM vs BBIO
+136.9%
+67.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -1.7% |
| 7D | -3.4% | -3.9% | +0.5% | -3.4% |
| 30D | -1.1% | -13.4% | +12.3% | -1.0% |
| 3M | +5.9% | +7.6% | -1.7% | +5.8% |
| 6M | -16.9% | -2.4% | -14.4% | -16.9% |
| YTD | +0.2% | -5.2% | +5.4% | +0.2% |
| 1Y | +18.6% | +36.9% | -18.3% | +18.4% |
| 3Y | +124.6% | +155.2% | -30.6% | +123.6% |
| 5Y | +140.6% | +44.0% | +96.6% | +138.4% |
| All | +204.1% | +136.9% | +67.2% | +206.8% |
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