+111.9%
GLD vs BTSG
+382.3%
-270.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -1.4% |
| 7D | -3.4% | -5.8% | +2.4% | -3.1% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +5.8% | -4.5% | +10.3% | +6.0% |
| 6M | -17.1% | +40.0% | -57.1% | -18.2% |
| YTD | 0.0% | +54.6% | -54.5% | -1.6% |
| 1Y | +18.2% | +106.1% | -87.9% | +15.6% |
| All | +111.9% | +382.3% | -270.4% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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