+241.6%
GLDM vs BRKR
+87.0%
+154.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | -8.7% | +6.7% | -1.6% |
| 30D | -1.5% | -9.9% | +8.3% | -1.1% |
| 3M | +3.3% | -3.1% | +6.4% | +3.2% |
| 6M | -16.2% | +45.5% | -61.7% | -17.6% |
| YTD | +0.7% | +13.7% | -12.9% | -0.3% |
| 1Y | +19.4% | +67.4% | -48.0% | +16.9% |
| 3Y | +125.5% | -13.2% | +138.7% | +124.7% |
| 5Y | +142.0% | -39.5% | +181.5% | +142.0% |
| All | +241.6% | +87.0% | +154.6% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling