+139.5%
GLD vs BITO
-6.8%
+146.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.7% |
| 30D | +0.3% | +20.0% | -19.7% | -0.5% |
| 3M | +0.6% | +22.8% | -22.1% | -0.3% |
| 6M | -15.6% | +13.1% | -28.7% | -16.1% |
| YTD | +0.9% | -12.5% | +13.3% | +0.8% |
| 1Y | +19.4% | -32.6% | +51.9% | +20.1% |
| 3Y | +124.5% | +151.0% | -26.6% | +116.9% |
| All | +139.5% | -6.8% | +146.3% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling