+156.4%
BITO vs GD
+74.3%
+82.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.9% |
| 7D | +2.9% | -5.3% | +8.1% | +4.5% |
| 30D | +22.6% | -6.4% | +29.0% | +24.8% |
| 3M | +24.7% | +5.7% | +18.9% | +21.8% |
| 6M | +7.5% | -0.9% | +8.4% | +7.6% |
| YTD | -10.8% | +8.2% | -19.0% | -13.2% |
| 1Y | -29.9% | +13.4% | -43.3% | -32.5% |
| All | +156.4% | +74.3% | +82.1% | +139.3% |
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