-23.4%
BITO vs GM
+37.1%
-60.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +1.4% |
| 7D | -1.9% | +12.1% | -14.0% | -5.7% |
| 30D | -6.7% | +15.2% | -21.9% | -11.5% |
| 3M | +23.1% | +4.9% | +18.2% | +20.8% |
| 6M | -2.0% | +22.6% | -24.7% | -11.2% |
| YTD | -11.4% | +14.4% | -25.8% | -17.0% |
| 1Y | -23.4% | +39.4% | -62.8% | -38.6% |
| All | -23.4% | +37.1% | -60.5% | -38.6% |
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