-10.6%
BITO vs GFI
+457.4%
-468.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -3.4% | -2.7% | -0.8% | -3.2% |
| 30D | +21.4% | +13.2% | +8.2% | +20.1% |
| 3M | +20.5% | +28.5% | -8.0% | +17.6% |
| 6M | +7.4% | -6.2% | +13.6% | +7.2% |
| YTD | -13.9% | +8.7% | -22.6% | -14.9% |
| 1Y | -35.1% | +24.8% | -59.9% | -36.5% |
| 3Y | +156.8% | +298.0% | -141.2% | +126.9% |
| All | -10.6% | +457.4% | -468.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling