-9.1%
BITO vs GLDM
+143.9%
-153.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +20.0% | +0.3% | +19.7% | +20.1% |
| 3M | +22.8% | +0.7% | +22.1% | +22.5% |
| 6M | +13.1% | -15.4% | +28.5% | +19.6% |
| YTD | -12.5% | +1.0% | -13.5% | -13.0% |
| 1Y | -32.6% | +19.7% | -52.3% | -37.1% |
| 3Y | +151.0% | +126.5% | +24.5% | +75.6% |
| All | -9.1% | +143.9% | -153.0% | -42.8% |
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