+138.9%
GLD vs BITO
-8.3%
+147.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | -3.4% | +1.5% | -1.8% |
| 30D | -1.5% | +21.4% | -22.9% | -2.4% |
| 3M | +3.2% | +20.5% | -17.3% | +2.3% |
| 6M | -16.3% | +7.4% | -23.6% | -16.6% |
| YTD | +0.6% | -13.9% | +14.5% | +0.7% |
| 1Y | +19.1% | -35.1% | +54.2% | +20.0% |
| 3Y | +123.5% | +156.8% | -33.3% | +115.9% |
| All | +138.9% | -8.3% | +147.2% | +128.6% |
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