+365.0%
GLD vs BTG
+392.0%
-27.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +4.4% | +36.8% | -32.4% | -1.2% |
| 3M | -1.1% | +23.1% | -24.2% | -4.8% |
| 6M | -13.8% | +3.5% | -17.3% | -15.1% |
| YTD | +2.6% | +25.5% | -22.9% | -2.0% |
| 1Y | +24.5% | +40.1% | -15.6% | +16.5% |
| 3Y | +125.8% | +101.1% | +24.7% | +96.6% |
| 5Y | +137.8% | +70.6% | +67.2% | +108.8% |
| 10Y | +221.4% | +152.1% | +69.2% | +151.7% |
| All | +365.0% | +392.0% | -27.0% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling