+124.5%
GLD vs BTG
+101.2%
+23.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -0.9% |
| 7D | +0.7% | +4.8% | -4.1% | -0.7% |
| 30D | +0.3% | +8.3% | -8.0% | -2.1% |
| 3M | +0.6% | +32.3% | -31.7% | -8.1% |
| 6M | -15.6% | +3.0% | -18.5% | -17.9% |
| YTD | +0.9% | +21.9% | -21.1% | -6.5% |
| 1Y | +19.4% | +28.2% | -8.8% | +9.1% |
| 3Y | +124.5% | +99.9% | +24.6% | +78.8% |
| All | +124.5% | +101.2% | +23.2% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling