+248.5%
GLDM vs BIDU
-60.6%
+309.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.1% |
| 7D | -0.5% | +2.4% | -3.0% | -0.6% |
| 30D | +4.4% | -10.5% | +14.9% | +4.8% |
| 3M | -1.1% | -26.2% | +25.1% | +0.1% |
| 6M | -13.7% | -16.4% | +2.7% | -13.2% |
| YTD | +2.8% | -23.9% | +26.6% | +3.7% |
| 1Y | +24.8% | +1.3% | +23.6% | +24.7% |
| 3Y | +127.8% | -32.1% | +159.9% | +129.0% |
| 5Y | +141.1% | -39.0% | +180.1% | +140.3% |
| All | +248.5% | -60.6% | +309.1% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling