+126.1%
GLD vs BITO
+153.0%
-26.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | +1.1% | -0.9% | +0.1% |
| 30D | +0.2% | +21.8% | -21.6% | -1.0% |
| 3M | +3.2% | +25.0% | -21.8% | +1.8% |
| 6M | -14.6% | +11.3% | -26.0% | -15.3% |
| YTD | +1.8% | -12.7% | +14.5% | +1.4% |
| 1Y | +20.7% | -32.3% | +53.0% | +20.8% |
| All | +126.1% | +153.0% | -26.9% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling