+105.0%
GLDM vs BTDR
+47.8%
+57.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +13.3% | -14.1% | -1.1% |
| 7D | +4.7% | -10.4% | +15.0% | +4.8% |
| 30D | -0.9% | -42.2% | +41.3% | +0.3% |
| 3M | -4.3% | -42.8% | +38.5% | -3.3% |
| 6M | -13.4% | -60.2% | +46.8% | -12.0% |
| YTD | -5.8% | -46.3% | +40.5% | -4.9% |
| 1Y | +2.1% | -71.7% | +73.7% | +3.3% |
| 3Y | +105.0% | +54.6% | +50.4% | +107.1% |
| All | +105.0% | +47.8% | +57.2% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling