-58.7%
BAX vs GLDM
+225.0%
-283.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | +9.0% | +5.0% | +4.1% | +8.4% |
| 30D | +8.5% | -1.3% | +9.8% | +8.6% |
| 3M | -4.1% | -4.7% | +0.6% | -3.7% |
| 6M | +46.9% | -12.4% | +59.3% | +49.0% |
| YTD | +38.4% | -4.1% | +42.4% | +39.3% |
| 1Y | +47.0% | +3.3% | +43.7% | +47.1% |
| 3Y | -14.9% | +110.9% | -125.9% | -21.1% |
| 5Y | -62.5% | +124.8% | -187.3% | -65.7% |
| All | -58.7% | +225.0% | -283.7% | -61.9% |
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 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