+155.3%
REGN vs GLDM
+248.1%
-92.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +4.2% | -0.5% | +4.8% | +4.3% |
| 30D | +7.8% | +4.4% | +3.4% | +7.5% |
| 3M | +31.8% | -1.1% | +32.9% | +31.8% |
| 6M | +5.4% | -13.7% | +19.1% | +6.3% |
| YTD | +7.7% | +2.8% | +4.9% | +7.8% |
| 1Y | +46.7% | +24.8% | +21.8% | +45.4% |
| 3Y | +0.5% | +127.8% | -127.3% | -5.2% |
| 5Y | +22.9% | +141.1% | -118.2% | +15.0% |
| All | +155.3% | +248.1% | -92.8% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling