+101.6%
GLDM vs FBTC
+57.6%
+44.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.8% | +1.3% |
| 7D | +1.9% | -5.8% | +7.7% | +2.4% |
| 30D | -1.7% | -11.2% | +9.5% | -0.7% |
| 3M | -3.5% | +17.3% | -20.8% | -4.7% |
| 6M | -10.1% | -6.9% | -3.2% | -10.1% |
| YTD | -5.0% | -13.2% | +8.1% | -5.3% |
| 1Y | +2.8% | -26.9% | +29.7% | +3.0% |
| All | +101.6% | +57.6% | +44.0% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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