+149.1%
REGN vs GLDM
+245.4%
-96.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | +0.1% | +0.3% | -0.2% | 0.0% |
| 3M | +31.2% | +3.3% | +27.9% | +30.8% |
| 6M | +3.6% | -14.5% | +18.1% | +4.6% |
| YTD | +5.0% | +1.9% | +3.1% | +5.3% |
| 1Y | +45.9% | +21.1% | +24.8% | +44.9% |
| 3Y | -1.9% | +128.6% | -130.5% | -7.4% |
| 5Y | +26.2% | +143.8% | -117.6% | +17.9% |
| All | +149.1% | +245.4% | -96.2% | +148.6% |
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