-23.4%
BITO vs GD
+9.0%
-32.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.4% |
| 7D | -1.9% | +3.0% | -4.9% | -2.7% |
| 30D | -6.7% | +10.5% | -17.3% | -9.2% |
| 3M | +23.1% | -5.0% | +28.0% | +24.7% |
| 6M | -2.0% | +5.5% | -7.5% | -4.7% |
| YTD | -11.4% | +10.3% | -21.7% | -15.7% |
| 1Y | -23.4% | +8.2% | -31.5% | -24.8% |
| All | -23.4% | +9.0% | -32.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling