+33.3%
GLDM vs BIYA
-99.9%
+133.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -2.6% |
| 7D | +2.9% | -4.1% | +6.9% | +2.8% |
| 30D | -3.9% | -35.5% | +31.6% | -4.3% |
| 3M | -8.1% | -56.3% | +48.2% | -8.7% |
| 6M | -14.7% | -88.7% | +74.0% | -15.0% |
| YTD | -6.6% | -97.0% | +90.4% | -7.3% |
| 1Y | -2.1% | -98.7% | +96.7% | -3.3% |
| All | +33.3% | -99.9% | +133.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling