+112.9%
GLDM vs BTDR
-38.7%
+151.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.8% | +10.0% | -2.6% |
| 7D | -5.5% | +15.4% | -20.9% | -5.8% |
| 30D | -7.0% | -33.4% | +26.4% | -6.4% |
| 3M | -12.3% | -32.0% | +19.8% | -11.8% |
| 6M | -17.9% | -52.2% | +34.3% | -17.2% |
| YTD | -10.3% | -45.3% | +35.0% | -9.7% |
| 1Y | -7.8% | -56.0% | +48.3% | -7.1% |
| 3Y | +99.5% | +54.4% | +45.1% | +102.1% |
| 5Y | +106.5% | -38.5% | +145.0% | +110.9% |
| All | +112.9% | -38.7% | +151.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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