+213.1%
GLD vs BDX
+58.0%
+155.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.6% |
| 7D | -3.4% | -5.4% | +2.0% | -3.1% |
| 30D | -1.1% | -2.2% | +1.0% | -1.0% |
| 3M | +5.8% | +20.1% | -14.3% | +4.7% |
| 6M | -17.1% | +9.1% | -26.1% | -17.5% |
| YTD | 0.0% | +17.9% | -17.9% | -0.9% |
| 1Y | +18.2% | +22.1% | -3.8% | +16.9% |
| 3Y | +122.6% | -10.5% | +133.1% | +123.0% |
| 5Y | +137.1% | -2.6% | +139.7% | +136.0% |
| All | +213.1% | +58.0% | +155.1% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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