+156.4%
BITO vs GLDM
+130.1%
+26.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +22.6% | +4.4% | +18.2% | +21.1% |
| 3M | +24.7% | -1.1% | +25.7% | +24.8% |
| 6M | +7.5% | -13.7% | +21.1% | +11.1% |
| YTD | -10.8% | +2.8% | -13.6% | -10.8% |
| 1Y | -29.9% | +24.8% | -54.8% | -32.2% |
| All | +156.4% | +130.1% | +26.2% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling