+3.1%
GLDM vs BTSG
+111.7%
-108.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -0.3% | +17.4% | -17.7% | -1.6% |
| 30D | -1.9% | +12.6% | -14.4% | -2.8% |
| 3M | -0.4% | +11.2% | -11.6% | -1.2% |
| 6M | -10.1% | +30.4% | -40.4% | -13.2% |
| YTD | -5.8% | +86.4% | -92.2% | -13.4% |
| 1Y | +3.1% | +117.9% | -114.8% | -6.8% |
| All | +3.1% | +111.7% | -108.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling