+91.3%
GLDM vs BTSG
+495.4%
-404.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -5.5% | +8.5% | -14.0% | -5.8% |
| 30D | -7.0% | +14.0% | -21.0% | -7.5% |
| 3M | -12.3% | +19.7% | -32.0% | -12.9% |
| 6M | -17.9% | +28.7% | -46.7% | -18.8% |
| YTD | -10.3% | +90.8% | -101.1% | -12.5% |
| 1Y | -7.8% | +112.4% | -120.2% | -10.2% |
| All | +91.3% | +495.4% | -404.1% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling