+105.0%
GLDM vs BTG
+78.1%
+27.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | +4.7% | +17.4% | -12.7% | -0.3% |
| 30D | -0.9% | +8.0% | -8.9% | -3.4% |
| 3M | -4.3% | +32.5% | -36.8% | -12.8% |
| 6M | -13.4% | +21.6% | -35.0% | -19.6% |
| YTD | -5.8% | +21.2% | -27.0% | -12.8% |
| 1Y | +2.1% | +43.9% | -41.8% | -9.7% |
| 3Y | +105.0% | +78.6% | +26.4% | +68.3% |
| All | +105.0% | +78.1% | +27.0% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling