-7.2%
GLD vs BSX
-57.1%
+49.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | +3.7% | -8.3% | -4.8% |
| 30D | -5.5% | +3.1% | -8.6% | -5.7% |
| 3M | -10.9% | -14.2% | +3.3% | -10.4% |
| 6M | -17.4% | -16.4% | -1.0% | -16.7% |
| YTD | -10.3% | -53.5% | +43.2% | -7.3% |
| 1Y | -7.2% | -57.8% | +50.6% | -2.4% |
| All | -7.2% | -57.1% | +49.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling