+9.8%
BAX vs GLDM
+24.7%
-15.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -5.5% | +4.4% | -9.9% | -6.2% |
| 3M | +33.5% | -1.1% | +34.6% | +34.0% |
| 6M | +35.9% | -13.7% | +49.5% | +39.3% |
| YTD | +35.4% | +2.8% | +32.6% | +36.7% |
| 1Y | +9.8% | +24.8% | -15.1% | +8.9% |
| All | +9.8% | +24.7% | -15.0% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling