+225.3%
GLDM vs BMRN
-39.9%
+265.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | +5.0% | -0.5% | +5.4% | +5.0% |
| 30D | -1.3% | +4.3% | -5.6% | -1.5% |
| 3M | -4.7% | -10.4% | +5.7% | -4.3% |
| 6M | -12.4% | +5.8% | -18.2% | -12.6% |
| YTD | -4.1% | -3.8% | -0.3% | -4.0% |
| 1Y | +3.3% | +11.1% | -7.8% | +2.8% |
| 3Y | +110.9% | -31.7% | +142.6% | +112.8% |
| 5Y | +124.8% | -30.9% | +155.7% | +125.6% |
| All | +225.3% | -39.9% | +265.3% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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