+6.0%
BSX vs GLDM
+143.3%
-137.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -0.5% | +2.6% | +2.1% |
| 30D | +0.1% | +4.4% | -4.3% | -0.3% |
| 3M | -2.1% | -1.1% | -1.1% | -2.0% |
| 6M | -33.8% | -13.7% | -20.1% | -32.8% |
| YTD | -49.9% | +2.8% | -52.6% | -50.4% |
| 1Y | -55.4% | +24.8% | -80.3% | -57.0% |
| 3Y | -10.9% | +127.8% | -138.7% | -21.9% |
| All | +6.0% | +143.3% | -137.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling