+115.7%
GLD vs BTDR
-29.7%
+145.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.7% | -10.8% | -1.3% |
| 7D | -2.0% | +7.7% | -9.6% | -2.2% |
| 30D | -4.4% | -24.1% | +19.6% | -4.1% |
| 3M | -8.9% | -19.1% | +10.2% | -8.7% |
| 6M | -16.0% | -46.6% | +30.6% | -15.4% |
| YTD | -7.9% | -37.3% | +29.4% | -7.5% |
| 1Y | -3.9% | -53.2% | +49.3% | -3.4% |
| 3Y | +103.4% | +77.1% | +26.3% | +105.5% |
| 5Y | +109.7% | -29.7% | +139.4% | +113.5% |
| All | +115.7% | -29.7% | +145.4% | +119.4% |
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