+128.5%
GLD vs BTI
+114.2%
+14.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +4.4% | -6.6% | +11.0% | +4.8% |
| 3M | -1.1% | -3.0% | +1.9% | -1.1% |
| 6M | -13.8% | -6.7% | -7.1% | -13.6% |
| YTD | +2.6% | +0.6% | +2.1% | +2.2% |
| 1Y | +24.5% | +5.6% | +18.9% | +23.4% |
| All | +128.5% | +114.2% | +14.3% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling