+222.0%
GLDM vs BIIB
-16.4%
+238.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +0.9% |
| 7D | +1.9% | -2.3% | +4.2% | +1.9% |
| 30D | -1.7% | +9.4% | -11.1% | -1.9% |
| 3M | -3.5% | +18.1% | -21.6% | -3.9% |
| 6M | -10.1% | +29.0% | -39.0% | -10.7% |
| YTD | -5.0% | +38.6% | -43.7% | -5.9% |
| 1Y | +2.8% | +59.0% | -56.2% | +1.4% |
| 3Y | +105.1% | -2.2% | +107.3% | +104.7% |
| 5Y | +124.3% | -12.5% | +136.8% | +123.6% |
| All | +222.0% | -16.4% | +238.3% | +222.3% |
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