+212.2%
GLD vs BAX
-35.6%
+247.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | +4.9% | +9.0% | -4.1% | +4.6% |
| 30D | -1.3% | +8.5% | -9.8% | -1.6% |
| 3M | -4.8% | -4.1% | -0.7% | -4.7% |
| 6M | -12.5% | +46.9% | -59.4% | -13.8% |
| YTD | -4.2% | +38.4% | -42.6% | -5.5% |
| 1Y | +3.0% | +47.0% | -44.0% | +1.5% |
| 3Y | +109.1% | -14.9% | +124.1% | +108.1% |
| 5Y | +121.6% | -62.5% | +184.1% | +123.4% |
| 10Y | +212.2% | -33.9% | +246.1% | +205.2% |
| All | +212.2% | -35.6% | +247.9% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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