{"schemaVersion":1,"ticker":"BGLD","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bgld/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, BGLD against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/bgld/"},"benchmark":{"ticker":"GLD","name":"SPDR® Gold Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"BGLD","b":"GLD","window":{"from":"2021-01-29","to":"2026-10-23","firstReturn":"2021-02-05","weeklyReturns":299,"years":5.73,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03425317,"perWeek":0.0006587148,"days":1435,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.62153947,"b":1.12392098,"edge":"GLD","lead":"GLD"},"annualised":{"a":0.08770001,"b":0.13997054,"edge":"GLD","lead":"GLD"},"price":{"a":-0.18769784,"b":1.12392098,"edge":"GLD","lead":"GLD"},"volatility":{"a":0.09524204,"b":0.16462245,"edge":"BGLD","lead":"BGLD"},"downsideDeviation":{"a":0.06478552,"b":0.10869236,"edge":"BGLD","lead":"BGLD"},"maxDrawdown":{"a":-0.15672196,"b":-0.24214987,"edge":"BGLD","lead":"BGLD","aPeak":"2021-05-28","aTrough":"2022-10-28","bPeak":"2026-02-27","bTrough":"2026-10-23"},"excess":{"a":0.05440117,"b":0.11040812,"edge":"GLD","lead":"GLD"},"sharpe":{"a":0.57118857,"b":0.67067478,"edge":"GLD","lead":"GLD"},"sortino":{"a":0.83971177,"b":1.01578549,"edge":"GLD","lead":"GLD"},"calmar":{"a":0.55958983,"b":0.57803267,"edge":"GLD (slight)","lead":"GLD"}},"relative":{"BGLD":{"on":"GLD","beta":0.50446095,"r2":0.76028394,"alpha":-0.00129542,"alphaT":-0.06621576,"alphaLow":-0.03979635,"alphaHigh":0.03720551,"upsideCapture":0.4393318,"downsideCapture":0.62965929,"treynor":0.10784019,"trackingError":0.09396413,"informationRatio":-0.59604614,"upWeeks":167,"downWeeks":132,"treynorReference":0.11040812,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"GLD","lead":"GLD"},"downsideCapture":{"edge":"BGLD","lead":"BGLD"},"treynor":{"edge":"GLD (slight)","lead":"GLD"},"informationRatio":{"edge":null,"lead":"GLD","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BGLD":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":299,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.62153947}},"GLD":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":299,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.12392098}}}}