+219.4%
GLDM vs BG
+78.7%
+140.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | +2.5% | +2.1% | +4.6% |
| 30D | -0.9% | -6.1% | +5.2% | -0.7% |
| 3M | -4.3% | -8.5% | +4.2% | -4.1% |
| 6M | -13.4% | -20.4% | +7.0% | -12.8% |
| YTD | -5.8% | +13.3% | -19.1% | -6.4% |
| 1Y | +2.1% | +7.3% | -5.2% | +1.6% |
| 3Y | +105.0% | +2.6% | +102.5% | +103.7% |
| 5Y | +122.5% | +22.0% | +100.5% | +119.5% |
| All | +219.4% | +78.7% | +140.7% | +202.5% |
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