+219.4%
GLDM vs BTG
+172.7%
+46.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.4% |
| 7D | +4.7% | +17.4% | -12.7% | +0.6% |
| 30D | -0.9% | +8.0% | -8.9% | -2.9% |
| 3M | -4.3% | +32.5% | -36.8% | -11.3% |
| 6M | -13.4% | +21.6% | -35.0% | -18.5% |
| YTD | -5.8% | +21.2% | -27.0% | -11.6% |
| 1Y | +2.1% | +43.9% | -41.8% | -7.9% |
| 3Y | +105.0% | +78.6% | +26.4% | +71.6% |
| 5Y | +122.5% | +48.8% | +73.7% | +88.7% |
| All | +219.4% | +172.7% | +46.7% | +132.5% |
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