+138.1%
GLD vs BOXX
+18.4%
+119.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | +0.3% | 0.0% | -0.2% |
| 3M | +0.6% | +1.0% | -0.4% | -1.3% |
| 6M | -15.6% | +1.9% | -17.5% | -18.6% |
| YTD | +0.9% | +2.6% | -1.8% | -3.6% |
| 1Y | +19.4% | +4.0% | +15.4% | +12.9% |
| 3Y | +124.5% | +14.6% | +109.9% | +124.8% |
| All | +138.1% | +18.4% | +119.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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