+800.7%
GLD vs BSX
+32.3%
+768.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -1.6% |
| 7D | +0.7% | -6.4% | +7.2% | +0.9% |
| 30D | +0.3% | -8.8% | +9.1% | +0.5% |
| 3M | +0.6% | -7.6% | +8.3% | +0.7% |
| 6M | -15.6% | -37.0% | +21.4% | -15.0% |
| YTD | +0.9% | -52.8% | +53.7% | +1.9% |
| 1Y | +19.4% | -58.4% | +77.8% | +20.8% |
| 3Y | +124.5% | -16.5% | +141.0% | +125.1% |
| 5Y | +138.9% | -1.2% | +140.1% | +139.0% |
| 10Y | +213.3% | +83.7% | +129.5% | +210.9% |
| All | +800.7% | +32.3% | +768.4% | +752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling