+98.4%
GLDM vs BTG
+83.9%
+14.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.5% |
| 7D | -5.5% | -5.9% | +0.4% | -3.8% |
| 30D | -7.0% | -5.0% | -2.0% | -5.9% |
| 3M | -12.3% | -4.5% | -7.8% | -11.5% |
| 6M | -17.9% | -7.0% | -10.9% | -17.4% |
| YTD | -10.3% | +11.4% | -21.6% | -14.9% |
| 1Y | -7.8% | +20.1% | -27.9% | -14.3% |
| All | +98.4% | +83.9% | +14.5% | +61.7% |
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 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