+3.1%
GLDM vs BN
-3.9%
+7.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +2.2% |
| 7D | -0.3% | +12.0% | -12.3% | -3.0% |
| 30D | -1.9% | +17.0% | -18.9% | -5.5% |
| 3M | -0.4% | -3.2% | +2.8% | -0.2% |
| 6M | -10.1% | -3.9% | -6.2% | -9.8% |
| YTD | -5.8% | -5.6% | -0.3% | -7.0% |
| 1Y | +3.1% | -4.7% | +7.8% | +1.4% |
| All | +3.1% | -3.9% | +7.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling