-14.9%
BAX vs GLDM
+106.4%
-121.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.5% |
| 7D | +3.6% | +2.9% | +0.8% | +3.1% |
| 30D | +8.5% | -3.9% | +12.4% | +9.1% |
| 3M | -4.9% | -8.1% | +3.3% | -3.7% |
| 6M | +47.0% | -14.7% | +61.7% | +50.9% |
| YTD | +38.4% | -6.6% | +45.0% | +40.3% |
| 1Y | +49.1% | -2.1% | +51.2% | +50.3% |
| 3Y | -14.9% | +107.7% | -122.6% | -37.0% |
| All | -14.9% | +106.4% | -121.3% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling