+98.7%
GLDM vs BDX
+25.0%
+73.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -4.6% | +2.9% | -7.5% | -4.9% |
| 30D | -5.5% | +15.4% | -20.9% | -6.7% |
| 3M | -10.9% | +20.5% | -31.4% | -12.3% |
| 6M | -17.3% | +53.2% | -70.5% | -20.3% |
| YTD | -10.2% | +45.7% | -55.8% | -12.8% |
| 1Y | -6.9% | +47.3% | -54.2% | -9.8% |
| 3Y | +98.7% | +25.1% | +73.6% | +93.5% |
| All | +98.7% | +25.0% | +73.7% | +93.5% |
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