+41.0%
BSX vs GLDM
+212.7%
-171.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | -1.5% | -2.0% | +0.4% | -1.3% |
| 30D | +2.9% | -4.4% | +7.4% | +3.3% |
| 3M | -11.8% | -8.8% | -3.0% | -11.2% |
| 6M | -15.4% | -15.9% | +0.4% | -14.3% |
| YTD | -52.7% | -7.7% | -45.0% | -52.5% |
| 1Y | -56.0% | -3.6% | -52.4% | -56.0% |
| 3Y | -12.5% | +105.2% | -117.7% | -18.0% |
| 5Y | +7.6% | +112.8% | -105.2% | -0.5% |
| All | +41.0% | +212.7% | -171.7% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling