+103.2%
GLD vs BTI
+143.0%
-39.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | +4.7% | -1.0% | +5.7% | +4.8% |
| 30D | -0.9% | +13.0% | -13.9% | -1.5% |
| 3M | -4.4% | +5.3% | -9.7% | -4.6% |
| 6M | -13.6% | +5.3% | -18.9% | -13.8% |
| YTD | -6.0% | +12.4% | -18.4% | -6.9% |
| 1Y | +1.8% | +18.9% | -17.2% | +0.2% |
| 3Y | +103.2% | +144.0% | -40.9% | +83.3% |
| All | +103.2% | +143.0% | -39.8% | +83.3% |
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