+219.4%
GLDM vs BTI
+126.3%
+93.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | +4.7% | -1.0% | +5.7% | +4.7% |
| 30D | -0.9% | +13.0% | -13.8% | -1.6% |
| 3M | -4.3% | +5.3% | -9.6% | -4.6% |
| 6M | -13.4% | +5.3% | -18.7% | -13.8% |
| YTD | -5.8% | +12.4% | -18.2% | -6.7% |
| 1Y | +2.1% | +18.9% | -16.9% | +0.6% |
| 3Y | +105.0% | +144.0% | -39.0% | +91.8% |
| 5Y | +122.5% | +156.3% | -33.8% | +107.3% |
| All | +219.4% | +126.3% | +93.1% | +197.7% |
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