+196.0%
REGN vs GLDM
+212.7%
-16.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.8% |
| 7D | +3.1% | -2.0% | +5.0% | +3.2% |
| 30D | +25.8% | -4.4% | +30.2% | +26.2% |
| 3M | +20.5% | -8.8% | +29.4% | +21.4% |
| 6M | +35.0% | -15.9% | +50.8% | +36.7% |
| YTD | +24.8% | -7.7% | +32.5% | +26.1% |
| 1Y | +43.0% | -3.6% | +46.6% | +44.2% |
| 3Y | +21.2% | +105.2% | -84.0% | +15.4% |
| 5Y | +54.5% | +112.8% | -58.2% | +46.0% |
| All | +196.0% | +212.7% | -16.8% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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