+145.9%
GLDM vs BTI
+115.0%
+30.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +4.4% | -6.6% | +11.0% | +4.9% |
| 3M | -1.1% | -3.0% | +1.9% | -1.0% |
| 6M | -13.7% | -6.7% | -7.0% | -13.4% |
| YTD | +2.8% | +0.6% | +2.2% | +2.4% |
| 1Y | +24.8% | +5.6% | +19.3% | +23.7% |
| 3Y | +127.8% | +110.3% | +17.5% | +111.1% |
| All | +145.9% | +115.0% | +30.9% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling