+242.5%
GLDM vs BBY
+61.3%
+181.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | +8.1% | -7.4% | +0.6% |
| 30D | +0.3% | +8.9% | -8.6% | +0.2% |
| 3M | +0.7% | +22.0% | -21.3% | +0.3% |
| 6M | -15.4% | +37.8% | -53.3% | -15.9% |
| YTD | +1.0% | +37.3% | -36.3% | +0.4% |
| 1Y | +19.7% | +21.6% | -1.8% | +19.3% |
| 3Y | +126.5% | +41.5% | +85.0% | +123.8% |
| 5Y | +142.5% | +1.2% | +141.3% | +140.5% |
| All | +242.5% | +61.3% | +181.2% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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