+49.1%
BAX vs GLDM
+1.2%
+47.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.0% |
| 7D | +9.0% | +5.0% | +4.1% | +7.8% |
| 30D | +8.5% | -1.3% | +9.8% | +8.6% |
| 3M | -4.1% | -4.7% | +0.6% | -3.4% |
| 6M | +46.9% | -12.4% | +59.3% | +51.9% |
| YTD | +38.4% | -4.1% | +42.4% | +36.8% |
| All | +49.1% | +1.2% | +47.8% | +38.3% |
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