+104.1%
GLDM vs BG
+5.0%
+99.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | -2.0% | +3.4% | -5.3% | -2.1% |
| 30D | -4.4% | -3.8% | -0.7% | -4.3% |
| 3M | -8.8% | -9.6% | +0.7% | -8.6% |
| 6M | -15.9% | -19.5% | +3.6% | -15.1% |
| YTD | -7.7% | +14.6% | -22.3% | -8.9% |
| 1Y | -3.6% | +6.6% | -10.2% | -4.5% |
| All | +104.1% | +5.0% | +99.1% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling