+117.5%
GLD vs BTSG
+406.1%
-288.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +4.4% | -3.6% | +8.0% | +4.6% |
| 3M | -1.1% | +5.8% | -6.9% | -1.4% |
| 6M | -13.8% | +44.7% | -58.5% | -15.1% |
| YTD | +2.6% | +62.2% | -59.5% | +0.8% |
| 1Y | +24.5% | +152.1% | -127.6% | +21.1% |
| All | +117.5% | +406.1% | -288.6% | +102.3% |
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