-59.6%
BAX vs GLDM
+219.1%
-278.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +12.1% | +4.7% | +7.5% | +11.5% |
| 30D | +7.6% | -0.9% | +8.5% | +7.7% |
| 3M | -4.5% | -4.3% | -0.2% | -4.1% |
| 6M | +52.0% | -13.4% | +65.4% | +54.4% |
| YTD | +35.1% | -5.8% | +41.0% | +36.3% |
| 1Y | +43.7% | +2.1% | +41.7% | +44.1% |
| 3Y | -20.9% | +105.0% | -126.0% | -26.4% |
| 5Y | -63.5% | +122.5% | -186.0% | -66.6% |
| All | -59.6% | +219.1% | -278.7% | -62.7% |
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