+110.9%
GLDM vs BIIB
+9.9%
+101.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.8% |
| 7D | +5.0% | +2.4% | +2.6% | +4.9% |
| 30D | -1.3% | +12.9% | -14.2% | -1.7% |
| 3M | -4.7% | +22.6% | -27.3% | -5.4% |
| 6M | -12.4% | +31.7% | -44.1% | -13.3% |
| YTD | -4.1% | +44.8% | -48.9% | -5.6% |
| 1Y | +3.3% | +63.9% | -60.5% | +0.9% |
| 3Y | +110.9% | +13.5% | +97.5% | +122.7% |
| All | +110.9% | +9.9% | +101.1% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling