+219.4%
GLDM vs BTI
+122.7%
+96.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% | -8.0% | -4.5% |
| 6M | -13.4% | +3.7% | -17.1% | -13.7% |
| YTD | -5.8% | +10.6% | -16.4% | -6.6% |
| 1Y | +2.1% | +17.1% | -15.0% | +0.7% |
| 3Y | +105.0% | +140.2% | -35.2% | +91.9% |
| 5Y | +122.5% | +152.2% | -29.7% | +107.5% |
| All | +219.4% | +122.7% | +96.7% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling