+2.1%
GLDM vs BR
-10.5%
+12.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.9% |
| 7D | +4.7% | +6.5% | -1.8% | +5.3% |
| 30D | -0.9% | +18.9% | -19.8% | +0.8% |
| 3M | -4.3% | +16.3% | -20.6% | -2.6% |
| 6M | -13.4% | +26.2% | -39.6% | -10.7% |
| YTD | -5.8% | -13.1% | +7.3% | -9.5% |
| 1Y | +2.1% | -10.5% | +12.5% | -0.8% |
| All | +2.1% | -10.5% | +12.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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