-59.6%
BAX vs GLDM
+248.1%
-307.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -5.5% | +4.4% | -9.9% | -5.9% |
| 3M | +33.5% | -1.1% | +34.6% | +33.6% |
| 6M | +35.9% | -13.7% | +49.5% | +37.9% |
| YTD | +35.4% | +2.8% | +32.6% | +35.3% |
| 1Y | +9.8% | +24.8% | -15.1% | +8.0% |
| 3Y | -32.7% | +127.8% | -160.5% | -38.0% |
| 5Y | -65.6% | +141.1% | -206.7% | -68.7% |
| All | -59.6% | +248.1% | -307.7% | -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