+140.0%
GLD vs BSX
-1.2%
+141.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.1% | -7.0% | +7.2% | +0.5% |
| 30D | +0.2% | -10.9% | +11.1% | +0.8% |
| 3M | +3.2% | -8.2% | +11.4% | +3.7% |
| 6M | -14.6% | -37.5% | +22.8% | -12.6% |
| YTD | +1.8% | -52.8% | +54.6% | +5.8% |
| 1Y | +20.7% | -58.4% | +79.1% | +26.5% |
| 3Y | +126.5% | -16.5% | +143.0% | +127.4% |
| 5Y | +140.0% | -1.0% | +141.0% | +134.5% |
| All | +140.0% | -1.2% | +141.2% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling