+96.9%
GLD vs BTDR
+41.1%
+55.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.4% |
| 7D | -4.6% | -6.9% | +2.3% | -4.4% |
| 30D | -5.5% | -31.5% | +26.1% | -4.7% |
| 3M | -10.9% | -36.1% | +25.2% | -10.0% |
| 6M | -17.4% | -57.6% | +40.2% | -16.1% |
| YTD | -10.3% | -50.0% | +39.7% | -9.3% |
| 1Y | -7.2% | -49.6% | +42.4% | -6.1% |
| 3Y | +96.9% | +48.5% | +48.4% | +97.4% |
| All | +96.9% | +41.1% | +55.9% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling