-11.5%
BITO vs GD
+94.5%
-106.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.5% | -5.0% | +3.5% | +0.6% |
| 30D | -9.5% | +8.9% | -18.4% | -13.0% |
| 3M | +16.2% | -8.0% | +24.2% | +19.9% |
| 6M | -9.0% | +2.9% | -11.9% | -11.1% |
| YTD | -16.2% | +7.1% | -23.2% | -19.7% |
| 1Y | -27.6% | +5.9% | -33.5% | -30.3% |
| 3Y | +78.6% | +53.9% | +24.7% | +41.0% |
| All | -11.5% | +94.5% | -106.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling