+107.0%
GLDM vs BG
+21.9%
+85.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | +0.1% |
| 7D | -4.6% | +2.6% | -7.2% | -4.7% |
| 30D | -5.5% | -6.7% | +1.2% | -5.2% |
| 3M | -10.9% | -9.3% | -1.6% | -10.6% |
| 6M | -17.3% | -18.3% | +1.0% | -16.7% |
| YTD | -10.2% | +16.2% | -26.3% | -11.0% |
| 1Y | -6.9% | +7.6% | -14.5% | -7.6% |
| 3Y | +98.7% | +6.6% | +92.1% | +96.3% |
| All | +107.0% | +21.9% | +85.1% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling