+113.0%
GLD vs BITO
-18.9%
+131.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.3% |
| 7D | -4.6% | -9.2% | +4.6% | -4.1% |
| 30D | -5.5% | -15.9% | +10.5% | -4.6% |
| 3M | -10.9% | +7.3% | -18.2% | -11.1% |
| 6M | -17.4% | -15.2% | -2.2% | -16.9% |
| YTD | -10.3% | -23.8% | +13.5% | -9.7% |
| 1Y | -7.2% | -32.2% | +25.0% | -6.3% |
| 3Y | +96.9% | +55.1% | +41.8% | +93.6% |
| 5Y | +103.8% | -16.7% | +120.4% | +96.1% |
| All | +113.0% | -18.9% | +131.8% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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