+739.4%
GLD vs BAX
+124.9%
+614.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +12.1% | -7.4% | +4.4% |
| 30D | -0.9% | +7.6% | -8.5% | -1.1% |
| 3M | -4.4% | -4.5% | +0.1% | -4.3% |
| 6M | -13.6% | +52.0% | -65.6% | -14.6% |
| YTD | -6.0% | +35.1% | -41.1% | -6.9% |
| 1Y | +1.8% | +43.7% | -42.0% | +0.7% |
| 3Y | +103.2% | -20.9% | +124.1% | +102.7% |
| 5Y | +119.3% | -63.5% | +182.9% | +121.0% |
| 10Y | +199.5% | -36.0% | +235.5% | +199.4% |
| All | +739.4% | +124.9% | +614.5% | +761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling