+113.7%
GLD vs BTSG
+421.3%
-307.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.9% |
| 7D | +0.7% | +5.7% | -5.0% | +0.5% |
| 30D | +0.3% | +0.2% | +0.1% | +0.3% |
| 3M | +0.6% | +5.6% | -5.0% | +0.3% |
| 6M | -15.6% | +50.8% | -66.4% | -17.0% |
| YTD | +0.9% | +67.0% | -66.2% | -1.1% |
| 1Y | +19.4% | +145.5% | -126.1% | +16.0% |
| All | +113.7% | +421.3% | -307.6% | +98.5% |
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