-14.1%
BITO vs GLDM
+131.6%
-145.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.1% |
| 7D | -2.4% | +5.0% | -7.3% | -4.3% |
| 30D | -9.5% | -1.3% | -8.2% | -9.1% |
| 3M | +13.5% | -4.7% | +18.2% | +15.8% |
| 6M | -8.6% | -12.4% | +3.8% | -4.1% |
| YTD | -17.2% | -4.1% | -13.2% | -16.1% |
| 1Y | -30.5% | +3.3% | -33.9% | -31.3% |
| 3Y | +69.2% | +110.9% | -41.7% | +22.1% |
| 5Y | -14.1% | +124.8% | -138.9% | -44.5% |
| All | -14.1% | +131.6% | -145.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling