+204.7%
GLDM vs BTI
+130.0%
+74.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -4.6% | +1.6% | -6.3% | -4.7% |
| 30D | -5.5% | +9.2% | -14.7% | -6.0% |
| 3M | -10.9% | +9.6% | -20.5% | -11.4% |
| 6M | -17.3% | -2.4% | -14.9% | -17.2% |
| YTD | -10.2% | +14.2% | -24.4% | -11.1% |
| 1Y | -6.9% | +20.3% | -27.2% | -8.3% |
| 3Y | +98.7% | +147.4% | -48.8% | +85.6% |
| 5Y | +106.7% | +155.4% | -48.7% | +92.7% |
| All | +204.7% | +130.0% | +74.7% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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