-10.6%
BITO vs GH
+49.9%
-60.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.6% |
| 30D | +21.1% | -3.7% | +24.8% | +22.0% |
| 3M | +23.5% | +21.7% | +1.8% | +17.7% |
| 6M | +8.3% | +75.7% | -67.5% | -5.7% |
| YTD | -13.9% | +55.7% | -69.6% | -23.1% |
| 1Y | -34.5% | +181.1% | -215.7% | -49.7% |
| 3Y | +147.0% | +371.6% | -224.6% | +55.7% |
| All | -10.6% | +49.9% | -60.5% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling