+19.1%
GLD vs BTG
+25.2%
-6.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.0% | -3.8% | +1.8% | -0.7% |
| 30D | -1.5% | +3.6% | -5.2% | -2.8% |
| 3M | +3.2% | +32.0% | -28.8% | -7.2% |
| 6M | -16.3% | +3.4% | -19.6% | -18.6% |
| YTD | +0.6% | +20.8% | -20.2% | -7.8% |
| 1Y | +19.1% | +22.4% | -3.3% | +12.4% |
| All | +19.1% | +25.2% | -6.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling