-58.5%
BAX vs GLDM
+219.0%
-277.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.5% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +9.4% | -1.9% | +11.3% | +9.6% |
| 3M | -6.5% | -0.4% | -6.1% | -6.5% |
| 6M | +59.6% | -10.1% | +69.7% | +61.4% |
| YTD | +38.9% | -5.8% | +44.7% | +40.1% |
| 1Y | +48.0% | +3.1% | +44.9% | +48.3% |
| 3Y | -17.5% | +103.4% | -120.9% | -23.2% |
| 5Y | -62.7% | +125.5% | -188.2% | -65.8% |
| All | -58.5% | +219.0% | -277.5% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling