+121.8%
GLDM vs BIIB
-11.1%
+132.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +4.7% | -2.1% | +6.7% | +4.7% |
| 30D | -0.9% | +11.8% | -12.7% | -1.3% |
| 3M | -4.3% | +20.4% | -24.7% | -5.0% |
| 6M | -13.4% | +30.2% | -43.6% | -14.4% |
| YTD | -5.8% | +41.1% | -46.9% | -7.3% |
| 1Y | +2.1% | +58.4% | -56.4% | -0.1% |
| 3Y | +105.0% | -0.1% | +105.1% | +105.2% |
| All | +121.8% | -11.1% | +132.9% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling