+34.4%
GLDM vs BIYA
-99.9%
+134.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | -10.5% | +15.1% | +4.5% |
| 30D | -0.9% | -51.7% | +50.9% | -1.6% |
| 3M | -4.3% | -60.8% | +56.5% | -5.0% |
| 6M | -13.4% | -90.6% | +77.2% | -14.0% |
| YTD | -5.8% | -97.1% | +91.3% | -6.6% |
| 1Y | +2.1% | -99.1% | +101.1% | +0.5% |
| All | +34.4% | -99.9% | +134.3% | +31.1% |
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