+143.8%
GLDM vs BTDR
+23.8%
+120.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | -0.5% | +20.0% | -20.5% | -0.8% |
| 30D | +4.4% | +11.9% | -7.5% | +4.1% |
| 3M | -1.1% | -36.9% | +35.9% | -0.8% |
| 6M | -13.7% | +56.5% | -70.2% | -14.2% |
| YTD | +2.8% | +10.4% | -7.7% | +2.4% |
| 1Y | +24.8% | +3.1% | +21.8% | +24.5% |
| 3Y | +127.8% | -2.6% | +130.4% | +127.9% |
| 5Y | +141.1% | +25.2% | +116.0% | +144.4% |
| All | +143.8% | +23.8% | +120.0% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling