+248.5%
GLDM vs BDX
+16.4%
+232.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +4.4% | +8.3% | -3.8% | +4.0% |
| 3M | -1.1% | +24.4% | -25.5% | -2.2% |
| 6M | -13.7% | +9.2% | -22.8% | -14.1% |
| YTD | +2.8% | +22.7% | -20.0% | +1.6% |
| 1Y | +24.8% | +25.9% | -1.0% | +23.3% |
| 3Y | +127.8% | -10.5% | +138.3% | +128.1% |
| 5Y | +141.1% | +1.9% | +139.2% | +139.5% |
| All | +248.5% | +16.4% | +232.1% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling