+211.8%
GLD vs BAX
-35.7%
+247.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -4.4% | +6.3% | -10.7% | -4.7% |
| 3M | -8.9% | -4.6% | -4.4% | -8.8% |
| 6M | -16.0% | +50.4% | -66.4% | -17.3% |
| YTD | -7.9% | +38.0% | -45.9% | -9.1% |
| 1Y | -3.9% | +44.6% | -48.5% | -5.3% |
| 3Y | +103.4% | -15.1% | +118.6% | +102.5% |
| 5Y | +109.7% | -63.3% | +173.0% | +111.6% |
| 10Y | +211.8% | -34.4% | +246.2% | +205.1% |
| All | +211.8% | -35.7% | +247.6% | +205.1% |
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