+107.0%
GLDM vs BN
+31.1%
+75.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -4.6% | -1.0% | -3.6% | -4.5% |
| 30D | -5.5% | +14.0% | -19.4% | -6.6% |
| 3M | -10.9% | -9.0% | -1.9% | -10.2% |
| 6M | -17.3% | -8.8% | -8.5% | -16.8% |
| YTD | -10.2% | -10.3% | +0.1% | -9.6% |
| 1Y | -6.9% | -5.8% | -1.1% | -6.7% |
| 3Y | +98.7% | +94.8% | +3.9% | +86.7% |
| All | +107.0% | +31.1% | +75.9% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling