+142.5%
GLD vs BAX
-65.4%
+207.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +4.4% | -5.5% | +9.8% | +4.6% |
| 3M | -1.1% | +33.5% | -34.6% | -2.4% |
| 6M | -13.8% | +35.9% | -49.6% | -15.1% |
| YTD | +2.6% | +35.4% | -32.7% | +1.1% |
| 1Y | +24.5% | +9.8% | +14.8% | +23.1% |
| 3Y | +125.8% | -32.7% | +158.6% | +125.6% |
| All | +142.5% | -65.4% | +207.9% | +137.0% |
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