+225.3%
GLDM vs BTI
+123.3%
+102.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.9% |
| 7D | +5.0% | -2.9% | +7.9% | +5.2% |
| 30D | -1.3% | +8.3% | -9.6% | -1.8% |
| 3M | -4.7% | +2.9% | -7.6% | -4.9% |
| 6M | -12.4% | +6.2% | -18.6% | -12.9% |
| YTD | -4.1% | +10.9% | -15.0% | -4.9% |
| 1Y | +3.3% | +16.6% | -13.2% | +2.0% |
| 3Y | +110.9% | +142.2% | -31.3% | +97.4% |
| 5Y | +124.8% | +151.3% | -26.5% | +109.7% |
| All | +225.3% | +123.3% | +102.0% | +203.5% |
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