+119.0%
GLDM vs BTDR
-29.7%
+148.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.7% | -10.9% | -1.4% |
| 7D | -2.0% | +7.7% | -9.6% | -2.1% |
| 30D | -4.4% | -24.1% | +19.6% | -4.1% |
| 3M | -8.8% | -19.1% | +10.3% | -8.6% |
| 6M | -15.9% | -46.6% | +30.7% | -15.3% |
| YTD | -7.7% | -37.3% | +29.6% | -7.3% |
| 1Y | -3.6% | -53.2% | +49.6% | -3.1% |
| 3Y | +105.2% | +77.1% | +28.2% | +107.5% |
| 5Y | +112.8% | -29.7% | +142.5% | +116.7% |
| All | +119.0% | -29.7% | +148.7% | +122.8% |
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