+225.3%
GLDM vs BIDU
-67.9%
+293.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +5.0% | +5.4% | -0.4% | +4.7% |
| 30D | -1.3% | -5.0% | +3.7% | -1.1% |
| 3M | -4.7% | -26.1% | +21.4% | -3.6% |
| 6M | -12.4% | -42.6% | +30.2% | -10.5% |
| YTD | -4.1% | -38.0% | +33.9% | -2.4% |
| 1Y | +3.3% | -35.7% | +39.0% | +5.0% |
| 3Y | +110.9% | -22.9% | +133.9% | +112.0% |
| 5Y | +124.8% | -49.9% | +174.6% | +125.9% |
| All | +225.3% | -67.9% | +293.3% | +238.9% |
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