-29.9%
BITO vs GH
+169.0%
-198.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +2.9% | -0.1% | +2.9% | +2.9% |
| 30D | +22.6% | -1.1% | +23.7% | +22.6% |
| 3M | +24.7% | +21.3% | +3.3% | +23.5% |
| 6M | +7.5% | +73.5% | -66.1% | +3.9% |
| YTD | -10.8% | +58.0% | -68.8% | -12.9% |
| 1Y | -29.9% | +163.1% | -193.0% | -26.7% |
| All | -29.9% | +169.0% | -198.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling