+248.5%
GLDM vs BTG
+182.3%
+66.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +4.4% | +36.8% | -32.4% | -3.7% |
| 3M | -1.1% | +23.1% | -24.2% | -6.6% |
| 6M | -13.7% | +3.5% | -17.1% | -15.7% |
| YTD | +2.8% | +25.5% | -22.7% | -4.1% |
| 1Y | +24.8% | +40.1% | -15.2% | +13.2% |
| 3Y | +127.8% | +101.1% | +26.7% | +86.2% |
| 5Y | +141.1% | +70.6% | +70.6% | +99.0% |
| All | +248.5% | +182.3% | +66.2% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling