-32.3%
BITO vs GD
+11.5%
-43.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.1% | -3.1% | +4.2% | +2.2% |
| 30D | +21.8% | -10.9% | +32.7% | +26.7% |
| 3M | +25.0% | +2.5% | +22.5% | +22.1% |
| 6M | +11.3% | -1.7% | +13.0% | +14.1% |
| YTD | -12.7% | +6.1% | -18.8% | -16.6% |
| 1Y | -32.3% | +11.7% | -44.0% | -36.0% |
| All | -32.3% | +11.5% | -43.8% | -36.0% |
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