+218.2%
GLD vs BTI
+68.1%
+150.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +0.1% | -2.4% | +2.6% | +0.3% |
| 30D | +0.2% | -4.8% | +5.0% | +0.5% |
| 3M | +3.2% | -8.1% | +11.3% | +3.7% |
| 6M | -14.6% | -4.2% | -10.5% | -14.6% |
| YTD | +1.8% | -1.3% | +3.1% | +1.6% |
| 1Y | +20.7% | +2.1% | +18.6% | +20.2% |
| 3Y | +126.5% | +108.9% | +17.6% | +114.1% |
| 5Y | +140.0% | +114.5% | +25.6% | +126.2% |
| 10Y | +218.2% | +72.2% | +146.0% | +200.7% |
| All | +218.2% | +68.1% | +150.1% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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