+100.8%
GLDM vs BTSG
+459.6%
-358.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -0.9% | +5.3% | -6.1% | -1.1% |
| 3M | -4.3% | +10.8% | -15.1% | -4.8% |
| 6M | -13.4% | +27.3% | -40.7% | -14.3% |
| YTD | -5.8% | +79.3% | -85.1% | -7.9% |
| 1Y | +2.1% | +106.0% | -103.9% | -0.5% |
| All | +100.8% | +459.6% | -358.8% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling