+219.4%
GLDM vs BUD
-2.6%
+222.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +4.5% | +0.2% | +4.4% |
| 30D | -0.9% | +12.5% | -13.4% | -1.5% |
| 3M | -4.3% | 0.0% | -4.3% | -4.4% |
| 6M | -13.4% | +3.8% | -17.2% | -13.6% |
| YTD | -5.8% | +33.1% | -38.9% | -7.2% |
| 1Y | +2.1% | +35.5% | -33.5% | +0.4% |
| 3Y | +105.0% | +49.4% | +55.6% | +100.9% |
| 5Y | +122.5% | +48.0% | +74.4% | +117.2% |
| All | +219.4% | -2.6% | +222.0% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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