+138.3%
GLD vs BTDR
+23.3%
+115.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | +0.1% | +14.8% | -14.7% | -0.1% |
| 30D | +0.2% | +41.8% | -41.6% | -0.4% |
| 3M | +3.2% | -29.2% | +32.4% | +3.4% |
| 6M | -14.6% | +66.2% | -80.8% | -15.2% |
| YTD | +1.8% | +10.0% | -8.2% | +1.4% |
| 1Y | +20.7% | -11.0% | +31.7% | +20.4% |
| 3Y | +126.5% | +6.9% | +119.6% | +126.5% |
| 5Y | +140.0% | +24.7% | +115.4% | +143.2% |
| All | +138.3% | +23.3% | +115.0% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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