+739.4%
GLD vs BTI
+1,136.5%
-397.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -4.4% | +5.3% | -9.7% | -4.8% |
| 6M | -13.6% | +5.3% | -18.9% | -14.0% |
| YTD | -6.0% | +12.4% | -18.4% | -6.9% |
| 1Y | +1.8% | +18.9% | -17.2% | +0.4% |
| 3Y | +103.2% | +144.0% | -40.9% | +90.6% |
| 5Y | +119.3% | +156.3% | -36.9% | +104.7% |
| 10Y | +199.5% | +115.3% | +84.2% | +179.9% |
| All | +739.4% | +1,136.5% | -397.1% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling