+242.5%
GLDM vs BTG
+174.2%
+68.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.0% |
| 7D | +0.7% | +4.8% | -4.1% | -0.4% |
| 30D | +0.3% | +8.3% | -8.0% | -1.6% |
| 3M | +0.7% | +32.3% | -31.6% | -6.5% |
| 6M | -15.4% | +3.0% | -18.4% | -17.3% |
| YTD | +1.0% | +21.9% | -20.9% | -5.1% |
| 1Y | +19.7% | +28.2% | -8.4% | +10.8% |
| 3Y | +126.5% | +99.9% | +26.6% | +85.5% |
| 5Y | +142.5% | +73.6% | +68.9% | +99.8% |
| All | +242.5% | +174.2% | +68.3% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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