+248.5%
GLDM vs BG
+114.1%
+134.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.5% | +2.8% | -3.3% | -0.6% |
| 30D | +4.4% | +12.0% | -7.6% | +4.0% |
| 3M | -1.1% | -7.7% | +6.6% | -0.8% |
| 6M | -13.7% | +4.5% | -18.2% | -13.9% |
| YTD | +2.8% | +35.7% | -32.9% | +1.6% |
| 1Y | +24.8% | +50.1% | -25.2% | +23.1% |
| 3Y | +127.8% | +12.6% | +115.2% | +125.6% |
| 5Y | +141.1% | +75.4% | +65.7% | +135.7% |
| All | +248.5% | +114.1% | +134.4% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling