+105.0%
GLDM vs BBY
+71.1%
+33.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | +4.2% | +0.5% | +4.6% |
| 30D | -0.9% | +17.8% | -18.6% | -0.9% |
| 3M | -4.3% | +25.8% | -30.1% | -4.3% |
| 6M | -13.4% | +73.8% | -87.2% | -13.2% |
| YTD | -5.8% | +54.7% | -60.6% | -5.6% |
| 1Y | +2.1% | +33.4% | -31.3% | +2.3% |
| 3Y | +105.0% | +72.2% | +32.8% | +101.4% |
| All | +105.0% | +71.1% | +33.9% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling