+1.8%
GLD vs BAX
+44.0%
-42.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +12.1% | -7.4% | +3.4% |
| 30D | -0.9% | +7.6% | -8.5% | -1.7% |
| 3M | -4.4% | -4.5% | +0.1% | -4.1% |
| 6M | -13.6% | +52.0% | -65.6% | -18.6% |
| YTD | -6.0% | +35.1% | -41.1% | -9.9% |
| 1Y | +1.8% | +43.7% | -42.0% | -3.1% |
| All | +1.8% | +44.0% | -42.3% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling