+126.1%
GLD vs BSX
-16.8%
+142.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.1% | -7.0% | +7.2% | +0.6% |
| 30D | +0.2% | -10.9% | +11.1% | +0.9% |
| 3M | +3.2% | -8.2% | +11.4% | +3.8% |
| 6M | -14.6% | -37.5% | +22.8% | -12.3% |
| YTD | +1.8% | -52.8% | +54.6% | +6.4% |
| 1Y | +20.7% | -58.4% | +79.1% | +27.5% |
| All | +126.1% | -16.8% | +142.9% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling