+96.6%
GLD vs BSX
-17.4%
+114.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.7% |
| 7D | -5.5% | -1.0% | -4.5% | -5.4% |
| 30D | -7.0% | +2.1% | -9.1% | -7.2% |
| 3M | -12.4% | -14.0% | +1.7% | -11.7% |
| 6M | -18.0% | -18.3% | +0.3% | -17.1% |
| YTD | -10.5% | -53.6% | +43.2% | -6.3% |
| 1Y | -8.1% | -57.6% | +49.5% | -3.1% |
| All | +96.6% | -17.4% | +114.0% | +83.6% |
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