+127.7%
GLDM vs BTDR
-33.9%
+161.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.9% | -8.0% | +1.7% |
| 7D | +5.0% | +7.1% | -2.2% | +4.8% |
| 30D | -1.3% | -31.4% | +30.1% | -0.7% |
| 3M | -4.7% | -39.2% | +34.5% | -4.1% |
| 6M | -12.4% | -50.9% | +38.5% | -11.6% |
| YTD | -4.1% | -41.0% | +37.0% | -3.5% |
| 1Y | +3.3% | -69.9% | +73.3% | +4.0% |
| 3Y | +110.9% | +87.3% | +23.7% | +113.6% |
| 5Y | +124.8% | -33.6% | +158.4% | +129.4% |
| All | +127.7% | -33.9% | +161.6% | +131.9% |
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