+204.7%
GLDM vs BIDU
-69.0%
+273.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | -4.6% | -0.1% | -4.4% |
| 30D | -5.5% | -4.5% | -0.9% | -5.3% |
| 3M | -10.9% | -25.4% | +14.5% | -9.8% |
| 6M | -17.3% | -48.1% | +30.7% | -15.2% |
| YTD | -10.2% | -40.2% | +30.0% | -8.5% |
| 1Y | -6.9% | -35.2% | +28.3% | -5.4% |
| 3Y | +98.7% | -27.1% | +125.8% | +100.0% |
| 5Y | +106.7% | -54.2% | +160.9% | +108.2% |
| All | +204.7% | -69.0% | +273.7% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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