+98.4%
GLDM vs BDX
+23.6%
+74.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -5.5% | +1.0% | -6.5% | -5.6% |
| 30D | -7.0% | +15.1% | -22.1% | -8.2% |
| 3M | -12.3% | +18.2% | -30.5% | -13.6% |
| 6M | -17.9% | +48.1% | -66.1% | -20.6% |
| YTD | -10.3% | +44.1% | -54.4% | -12.8% |
| 1Y | -7.8% | +46.4% | -54.2% | -10.5% |
| All | +98.4% | +23.6% | +74.7% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling