-29.9%
BITO vs GM
+52.7%
-82.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | +22.6% | -1.6% | +24.2% | +23.1% |
| 3M | +24.7% | +5.7% | +19.0% | +21.9% |
| 6M | +7.5% | +12.2% | -4.7% | +2.6% |
| YTD | -10.8% | +8.4% | -19.2% | -13.8% |
| 1Y | -29.9% | +52.3% | -82.2% | -33.1% |
| All | -29.9% | +52.7% | -82.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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