-2.2%
REGN vs GLDM
+127.4%
-129.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.1% |
| 3M | +31.2% | +3.3% | +27.9% | +30.9% |
| 6M | +3.6% | -14.5% | +18.1% | +4.3% |
| YTD | +5.0% | +1.9% | +3.1% | +6.4% |
| 1Y | +45.9% | +21.1% | +24.8% | +48.1% |
| All | -2.2% | +127.4% | -129.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling