-2.2%
BITO vs GFS
0.0%
-2.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | -3.4% | +3.8% | -7.3% | -4.4% |
| 30D | +21.4% | -11.7% | +33.1% | +25.1% |
| 3M | +20.5% | -41.8% | +62.3% | +36.9% |
| 6M | +7.4% | +6.6% | +0.7% | +1.0% |
| YTD | -13.9% | +34.6% | -48.5% | -25.2% |
| 1Y | -35.1% | +46.2% | -81.2% | -45.1% |
| 3Y | +156.8% | -20.3% | +177.1% | +148.0% |
| All | -2.2% | 0.0% | -2.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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