+248.5%
GLDM vs BIIB
-24.3%
+272.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 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% | -1.4% |
| 6M | -13.7% | +16.3% | -29.9% | -14.0% |
| YTD | +2.8% | +25.5% | -22.7% | +2.1% |
| 1Y | +24.8% | +57.8% | -33.0% | +23.2% |
| 3Y | +127.8% | -17.3% | +145.2% | +128.2% |
| 5Y | +141.1% | -33.8% | +175.0% | +141.8% |
| All | +248.5% | -24.3% | +272.8% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling