+218.2%
GLD vs BTG
+147.2%
+71.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | +0.2% | +9.5% | -9.3% | -1.8% |
| 3M | +3.2% | +38.5% | -35.3% | -4.6% |
| 6M | -14.6% | +5.6% | -20.3% | -16.8% |
| YTD | +1.8% | +23.9% | -22.2% | -4.3% |
| 1Y | +20.7% | +32.1% | -11.4% | +11.7% |
| 3Y | +126.5% | +103.2% | +23.3% | +87.8% |
| 5Y | +140.0% | +79.7% | +60.3% | +99.5% |
| 10Y | +218.2% | +159.1% | +59.1% | +134.5% |
| All | +218.2% | +147.2% | +71.0% | +134.5% |
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