-9.4%
BITO vs GD
+86.6%
-96.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +1.1% | -3.1% | +4.2% | +2.5% |
| 30D | +21.8% | -10.9% | +32.7% | +27.9% |
| 3M | +25.0% | +2.5% | +22.5% | +22.9% |
| 6M | +11.3% | -1.7% | +13.0% | +11.4% |
| YTD | -12.7% | +6.1% | -18.8% | -15.8% |
| 1Y | -32.3% | +11.7% | -44.0% | -36.1% |
| 3Y | +150.3% | +71.8% | +78.5% | +84.5% |
| All | -9.4% | +86.6% | -96.0% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling