+96.8%
GLDM vs BTSG
+505.2%
-408.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.0% | +4.0% | -6.0% | -2.1% |
| 30D | -4.4% | +15.3% | -19.7% | -4.9% |
| 3M | -8.8% | +25.4% | -34.3% | -9.7% |
| 6M | -15.9% | +31.9% | -47.8% | -16.9% |
| YTD | -7.7% | +93.9% | -101.6% | -10.0% |
| 1Y | -3.6% | +114.2% | -117.8% | -6.2% |
| All | +96.8% | +505.2% | -408.3% | +81.9% |
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