Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GLDM vs P✓SelectedUSD · PGLDM vs P performance historyLatest closeAs of-0.89%09/04
Stock and ETF performance explorer

GLDM vs P

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+248.5%
P return
+331.2%
Excess return
-82.7%
Maximum drawdown
-26.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPExcessAlpha
1D-0.9%+1.4%-2.3%-0.9%
7D-0.5%+6.5%-7.1%-0.7%
30D+4.4%+18.8%-14.4%+3.8%
3M-1.1%+26.7%-27.8%-2.0%
6M-13.7%+62.2%-75.8%-15.1%
YTD+2.8%+48.5%-45.7%+1.2%
1Y+24.8%+26.4%-1.5%+23.2%
3Y+127.8%+159.4%-31.6%+120.3%
5Y+141.1%+275.8%-134.6%+130.6%
All+248.5%+331.2%-82.7%+225.1%

Cumulative growth

Daily Returns

Daily percentage return beside P.

Daily Out/Under-Performance

Portfolio return minus P return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × P 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 P 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