-59.8%
BAX vs GLDM
+221.7%
-281.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.3% |
| 7D | +9.1% | +1.9% | +7.3% | +8.9% |
| 30D | +5.3% | -1.7% | +7.0% | +5.5% |
| 3M | -6.1% | -3.5% | -2.6% | -5.8% |
| 6M | +53.3% | -10.1% | +63.3% | +55.0% |
| YTD | +34.4% | -5.0% | +39.5% | +35.4% |
| 1Y | +43.2% | +2.8% | +40.4% | +43.4% |
| 3Y | -20.1% | +105.1% | -125.2% | -25.7% |
| 5Y | -63.7% | +124.3% | -188.0% | -66.8% |
| All | -59.8% | +221.7% | -281.5% | -63.0% |
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 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