+219.4%
GLDM vs BNS
+147.5%
+71.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | -2.2% | +6.9% | +4.9% |
| 30D | -0.9% | +5.1% | -6.0% | -1.3% |
| 3M | -4.3% | +4.7% | -9.1% | -4.7% |
| 6M | -13.4% | +19.0% | -32.4% | -14.7% |
| YTD | -5.8% | +28.2% | -34.0% | -7.8% |
| 1Y | +2.1% | +43.4% | -41.3% | -0.8% |
| 3Y | +105.0% | +143.1% | -38.1% | +93.6% |
| 5Y | +122.5% | +77.3% | +45.2% | +110.7% |
| All | +219.4% | +147.5% | +71.9% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 all: compounded portfolio wealth divided by compounded BNS 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…
all analysis · Full analysis span regression · 6 months rolling