+107.0%
GLDM vs BBY
-3.9%
+110.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +4.5% | -9.1% | -4.7% |
| 30D | -5.5% | +16.8% | -22.3% | -5.6% |
| 3M | -10.9% | +23.2% | -34.1% | -11.1% |
| 6M | -17.3% | +91.9% | -109.3% | -17.7% |
| YTD | -10.2% | +61.6% | -71.8% | -10.5% |
| 1Y | -6.9% | +43.9% | -50.8% | -7.2% |
| 3Y | +98.7% | +88.6% | +10.0% | +96.3% |
| All | +107.0% | -3.9% | +110.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling