GLD and BTC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 30% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLD and BTC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 19, 2024, the GLD and BTC returned 32.77% Year-To-Date and 34.39% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| GLD and BTC | 32.77% | 2.19% | 10.22% | 60.47% | 28.97% | 34.40% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 23.19% | 1.31% | 16.61% | 31.31% | 10.51% | 7.26% |
BTC-USD Bitcoin | 45.86% | 4.47% | -5.87% | 127.22% | 43.85% | 65.43% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.77% | 13.66% | 11.45% | -2.50% | 4.19% | -2.02% | 4.67% | -1.17% | 32.77% | ||||
| 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% |
| 2013 | 13.53% | 18.79% | 99.78% | 10.16% | -6.61% | -16.96% | 8.15% | 12.10% | -3.56% | 15.48% | 174.13% | -26.78% | 523.85% |
Expense Ratio
GLD and BTC features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GLD and BTC is 61, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 2.64 | 3.50 | 1.46 | 2.41 | 17.52 |
BTC-USD Bitcoin | 0.90 | 1.56 | 1.16 | 0.47 | 3.94 |
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.
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 57.90%, occurring on Oct 20, 2011. Recovery took 498 trading sessions.
The current GLD and BTC drawdown is 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.9% | 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 |
| -46.19% | Apr 11, 2013 | 86 | Jul 5, 2013 | 129 | Nov 11, 2013 | 215 |
| -45.11% | Dec 17, 2017 | 364 | Dec 15, 2018 | 193 | Jun 26, 2019 | 557 |
| -36.2% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
Volatility
Volatility Chart
The current GLD and BTC volatility is 5.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BTC-USD | GLD | |
|---|---|---|
| BTC-USD | 1.00 | 0.05 |
| GLD | 0.05 | 1.00 |