-15.4%
BITO vs GD
+95.4%
-110.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | -5.6% | -1.9% | -3.7% | -4.9% |
| 30D | -11.0% | +10.9% | -21.9% | -15.0% |
| 3M | +13.6% | -6.8% | +20.4% | +16.7% |
| 6M | -10.1% | +7.0% | -17.1% | -13.6% |
| YTD | -18.6% | +11.1% | -29.7% | -23.2% |
| 1Y | -33.1% | +7.0% | -40.1% | -35.7% |
| 3Y | +63.0% | +59.9% | +3.0% | +26.8% |
| 5Y | -13.5% | +102.5% | -116.0% | -41.4% |
| All | -15.4% | +95.4% | -110.8% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling