+145.9%
GLDM vs BIIB
-33.3%
+179.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | +6.9% | -2.5% | +4.2% |
| 3M | -1.1% | +12.4% | -13.5% | -1.5% |
| 6M | -13.7% | +16.3% | -29.9% | -14.2% |
| YTD | +2.8% | +25.5% | -22.7% | +1.7% |
| 1Y | +24.8% | +57.8% | -33.0% | +22.3% |
| 3Y | +127.8% | -17.3% | +145.2% | +129.4% |
| All | +145.9% | -33.3% | +179.2% | +136.5% |
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