+118.6%
GLD vs BAX
-63.7%
+182.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +12.1% | -7.4% | +4.2% |
| 30D | -0.9% | +7.6% | -8.5% | -1.2% |
| 3M | -4.4% | -4.5% | +0.1% | -4.3% |
| 6M | -13.6% | +52.0% | -65.6% | -15.3% |
| YTD | -6.0% | +35.1% | -41.1% | -7.5% |
| 1Y | +1.8% | +43.7% | -42.0% | 0.0% |
| 3Y | +103.2% | -20.9% | +124.1% | +102.4% |
| All | +118.6% | -63.7% | +182.2% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling