+19.7%
GLDM vs BDX
+21.6%
-1.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.3% |
| 7D | +0.7% | -4.3% | +5.0% | +1.4% |
| 30D | +0.3% | +1.3% | -0.9% | +0.3% |
| 3M | +0.7% | +20.2% | -19.5% | -1.6% |
| 6M | -15.4% | +8.6% | -24.0% | -15.8% |
| YTD | +1.0% | +19.0% | -18.0% | -0.3% |
| 1Y | +19.7% | +21.2% | -1.4% | +18.9% |
| All | +19.7% | +21.6% | -1.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling