+206.1%
GLD vs BTG
+164.8%
+41.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.6% | -9.1% | +4.5% | -2.5% |
| 30D | -5.5% | -1.6% | -3.9% | -5.3% |
| 3M | -10.9% | -2.8% | -8.1% | -10.6% |
| 6M | -17.4% | -7.6% | -9.8% | -16.9% |
| YTD | -10.3% | +10.2% | -20.5% | -13.7% |
| 1Y | -7.2% | +21.3% | -28.4% | -12.5% |
| 3Y | +96.9% | +82.7% | +14.2% | +66.6% |
| 5Y | +103.8% | +30.8% | +72.9% | +79.6% |
| All | +206.1% | +164.8% | +41.3% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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