-17.9%
BITO vs GLDM
+116.6%
-134.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.2% |
| 7D | -6.3% | -5.5% | -0.8% | -4.1% |
| 30D | -14.6% | -7.0% | -7.6% | -12.0% |
| 3M | +11.4% | -12.3% | +23.7% | +17.7% |
| 6M | -13.3% | -17.9% | +4.6% | -6.5% |
| YTD | -20.9% | -10.3% | -10.7% | -17.6% |
| 1Y | -32.1% | -7.8% | -24.3% | -29.9% |
| 3Y | +58.2% | +99.5% | -41.3% | +16.7% |
| 5Y | -13.6% | +106.5% | -120.1% | -42.3% |
| All | -17.9% | +116.6% | -134.5% | -45.8% |
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