+52.1%
REGN vs GLDM
+107.5%
-55.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +5.3% | -5.5% | +10.9% | +5.7% |
| 30D | +26.3% | -7.0% | +33.3% | +26.9% |
| 3M | +19.3% | -12.3% | +31.6% | +20.6% |
| 6M | +31.8% | -17.9% | +49.8% | +33.7% |
| YTD | +23.7% | -10.3% | +34.0% | +25.8% |
| 1Y | +40.2% | -7.8% | +48.0% | +42.6% |
| 3Y | +20.2% | +99.5% | -79.3% | +15.5% |
| 5Y | +52.1% | +106.5% | -54.4% | +45.0% |
| All | +52.1% | +107.5% | -55.4% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling