+816.6%
GLD vs BDX
+536.6%
+279.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +4.4% | +8.3% | -3.9% | +4.1% |
| 3M | -1.1% | +24.4% | -25.5% | -1.9% |
| 6M | -13.8% | +9.2% | -23.0% | -14.1% |
| YTD | +2.6% | +22.7% | -20.1% | +1.9% |
| 1Y | +24.5% | +25.9% | -1.4% | +23.5% |
| 3Y | +125.8% | -10.5% | +136.3% | +125.9% |
| 5Y | +137.8% | +1.9% | +135.9% | +136.7% |
| 10Y | +221.4% | +58.7% | +162.7% | +217.4% |
| All | +816.6% | +536.6% | +279.9% | +783.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling