-7.4%
BITO vs GLDM
+148.1%
-155.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.8% |
| 3M | +24.7% | -1.1% | +25.7% | +25.1% |
| 6M | +7.5% | -13.7% | +21.1% | +12.7% |
| YTD | -10.8% | +2.8% | -13.6% | -12.0% |
| 1Y | -29.9% | +24.8% | -54.8% | -35.6% |
| 3Y | +158.9% | +127.8% | +31.1% | +81.0% |
| All | -7.4% | +148.1% | -155.5% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling