+129.7%
GLDM vs BN
+77.7%
+52.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | -2.5% | +1.9% | -0.3% |
| 30D | +4.4% | -9.5% | +13.9% | +5.3% |
| 3M | -1.1% | -10.4% | +9.3% | -0.1% |
| 6M | -13.7% | -6.4% | -7.3% | -13.2% |
| YTD | +2.8% | -11.9% | +14.6% | +3.5% |
| 1Y | +24.8% | -8.6% | +33.5% | +25.5% |
| All | +129.7% | +77.7% | +52.0% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling