+97.5%
GLD vs BTSG
+504.1%
-406.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.5% | -2.8% |
| 7D | +2.8% | +3.8% | -1.0% | +2.7% |
| 30D | -4.0% | +13.7% | -17.7% | -4.4% |
| 3M | -8.2% | +18.0% | -26.2% | -8.9% |
| 6M | -14.8% | +32.2% | -47.1% | -15.9% |
| YTD | -6.8% | +93.6% | -100.4% | -9.2% |
| 1Y | -2.4% | +115.9% | -118.3% | -5.1% |
| All | +97.5% | +504.1% | -406.6% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling