+78.6%
BITO vs GD
+54.3%
+24.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.5% | -5.0% | +3.5% | -0.1% |
| 30D | -9.5% | +8.9% | -18.4% | -12.0% |
| 3M | +16.2% | -8.0% | +24.2% | +18.9% |
| 6M | -9.0% | +2.9% | -11.9% | -10.6% |
| YTD | -16.2% | +7.1% | -23.2% | -18.5% |
| 1Y | -27.6% | +5.9% | -33.5% | -29.3% |
| 3Y | +78.6% | +53.9% | +24.7% | +74.6% |
| All | +78.6% | +54.3% | +24.3% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling