+28.2%
GLDM vs BIYA
-99.9%
+128.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +9.0% | -13.6% | -4.5% |
| 30D | -5.5% | -12.9% | +7.5% | -5.6% |
| 3M | -10.9% | -54.7% | +43.8% | -11.3% |
| 6M | -17.3% | -85.1% | +67.7% | -17.3% |
| YTD | -10.2% | -96.9% | +86.7% | -10.9% |
| 1Y | -6.9% | -98.5% | +91.6% | -8.1% |
| All | +28.2% | -99.9% | +128.1% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling