+102.9%
GLD vs BTSG
+476.3%
-373.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.8% |
| 7D | +4.9% | +4.4% | +0.6% | +4.8% |
| 30D | -1.3% | +8.5% | -9.8% | -1.6% |
| 3M | -4.8% | +10.8% | -15.5% | -5.2% |
| 6M | -12.5% | +26.1% | -38.6% | -13.4% |
| YTD | -4.2% | +84.6% | -88.9% | -6.5% |
| 1Y | +3.0% | +108.7% | -105.6% | +0.3% |
| All | +102.9% | +476.3% | -373.3% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling