+213.1%
GLD vs BSX
+84.4%
+128.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.6% |
| 7D | -3.4% | -8.2% | +4.8% | -3.1% |
| 30D | -1.1% | -15.8% | +14.7% | -0.7% |
| 3M | +5.8% | -10.8% | +16.7% | +6.2% |
| 6M | -17.1% | -38.4% | +21.3% | -16.0% |
| YTD | 0.0% | -54.8% | +54.8% | +2.1% |
| 1Y | +18.2% | -59.0% | +77.3% | +21.0% |
| 3Y | +122.6% | -20.0% | +142.6% | +124.2% |
| 5Y | +137.1% | -3.1% | +140.1% | +137.7% |
| All | +213.1% | +84.4% | +128.7% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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