+213.0%
GLDM vs BIIB
-13.1%
+226.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -2.0% | -0.4% | -1.5% | -1.9% |
| 30D | -4.4% | +10.5% | -14.9% | -4.7% |
| 3M | -8.8% | +24.3% | -33.1% | -9.3% |
| 6M | -15.9% | +28.0% | -43.9% | -16.4% |
| YTD | -7.7% | +44.0% | -51.7% | -8.6% |
| 1Y | -3.6% | +58.8% | -62.4% | -4.8% |
| 3Y | +105.2% | +12.7% | +92.5% | +104.2% |
| 5Y | +112.8% | -4.9% | +117.7% | +111.8% |
| All | +213.0% | -13.1% | +226.2% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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