+204.3%
GLDM vs BG
+80.3%
+124.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -5.5% | +1.5% | -7.0% | -5.5% |
| 30D | -7.0% | -7.0% | +0.1% | -6.8% |
| 3M | -12.3% | -10.0% | -2.3% | -12.1% |
| 6M | -17.9% | -19.8% | +1.9% | -17.4% |
| YTD | -10.3% | +14.3% | -24.5% | -10.8% |
| 1Y | -7.8% | +6.5% | -14.3% | -8.2% |
| 3Y | +99.5% | +4.4% | +95.1% | +98.1% |
| 5Y | +106.5% | +20.2% | +86.3% | +103.7% |
| All | +204.3% | +80.3% | +124.0% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling