GLD and BTC
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 30% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 70% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 14, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of May 23, 2025, the GLD and BTC returned 24.46% Year-To-Date and 41.70% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| GLD and BTC | 27.02% | 7.39% | 21.83% | 54.21% | 37.44% | 42.14% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 27.93% | 2.01% | 23.98% | 43.59% | 13.67% | 10.52% |
BTC-USD Bitcoin | 19.53% | 19.18% | 12.80% | 64.40% | 66.26% | 85.05% |
Monthly Returns
The table below presents the monthly returns of GLD and BTC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.63% | -4.12% | 6.32% | 8.01% | 7.18% | 27.02% | |||||||
| 2024 | -0.77% | 13.66% | 11.45% | -2.50% | 4.19% | -2.02% | 4.67% | -1.17% | 5.70% | 6.23% | 9.31% | -2.09% | 55.54% |
| 2023 | 15.96% | -3.42% | 13.33% | 1.44% | -3.09% | 1.99% | 0.38% | -4.13% | -2.44% | 13.74% | 4.65% | 5.07% | 49.43% |
| 2022 | -6.16% | 7.72% | 2.36% | -6.50% | -6.49% | -10.16% | 3.53% | -6.73% | -2.94% | 0.38% | 0.74% | 1.21% | -22.04% |
| 2021 | 2.00% | 8.06% | 12.62% | 1.92% | -4.61% | -7.21% | 7.31% | 4.28% | -4.74% | 13.32% | -3.10% | -4.70% | 24.93% |
| 2020 | 12.06% | -3.18% | -8.24% | 15.62% | 4.97% | 0.51% | 14.70% | 0.80% | -5.33% | 7.97% | 11.58% | 25.44% | 100.88% |
| 2019 | -0.19% | 2.67% | 0.79% | 8.63% | 22.81% | 19.26% | -1.88% | 4.61% | -5.62% | 5.14% | -7.93% | 1.11% | 55.82% |
| 2018 | -6.66% | -1.14% | -7.76% | 9.17% | -7.70% | -7.12% | 5.03% | -4.76% | -2.42% | 0.08% | -10.19% | 2.17% | -28.59% |
| 2017 | 4.00% | 8.54% | -3.27% | 9.15% | 24.69% | 3.46% | 6.33% | 23.33% | -5.66% | 14.64% | 23.59% | 17.88% | 217.67% |
| 2016 | -0.56% | 12.95% | -1.92% | 5.85% | 1.38% | 14.86% | -0.87% | -4.60% | 2.17% | 2.47% | -3.36% | 9.67% | 42.50% |
| 2015 | -3.92% | -0.91% | -2.67% | -1.10% | -0.34% | 2.95% | -2.08% | -4.04% | -0.54% | 11.57% | 2.91% | 5.52% | 6.47% |
| 2014 | 5.40% | -6.21% | -6.14% | -0.27% | 9.44% | 4.63% | -5.10% | -5.28% | -9.23% | -5.98% | 3.01% | -3.70% | -19.36% |
Expense Ratio
GLD and BTC has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, GLD and BTC is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.45 | 3.27 | 1.42 | 2.13 | 13.40 |
BTC-USD Bitcoin | 1.30 | 3.34 | 1.35 | 2.78 | 12.75 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GLD and BTC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GLD and BTC was 58.40%, occurring on Oct 20, 2011. Recovery took 498 trading sessions.
The current GLD and BTC drawdown is 0.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.4% | Jun 10, 2011 | 133 | Oct 20, 2011 | 498 | Mar 1, 2013 | 631 |
| -50.34% | Dec 5, 2013 | 622 | Aug 18, 2015 | 561 | Mar 1, 2017 | 1183 |
| -45.83% | Apr 11, 2013 | 86 | Jul 5, 2013 | 126 | Nov 8, 2013 | 212 |
| -45.11% | Dec 17, 2017 | 364 | Dec 15, 2018 | 193 | Jun 26, 2019 | 557 |
| -38.85% | Nov 9, 2010 | 32 | Dec 10, 2010 | 53 | Feb 1, 2011 | 85 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.72, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | BTC-USD | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.13 | 0.11 |
| GLD | 0.03 | 1.00 | 0.05 | 0.42 |
| BTC-USD | 0.13 | 0.05 | 1.00 | 0.87 |
| Portfolio | 0.11 | 0.42 | 0.87 | 1.00 |