-10.6%
BITO vs GM
+58.5%
-69.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.4% | -2.4% | -1.0% | -2.5% |
| 30D | +21.4% | -1.1% | +22.5% | +22.0% |
| 3M | +20.5% | +6.1% | +14.4% | +17.1% |
| 6M | +7.4% | +15.0% | -7.6% | +0.3% |
| YTD | -13.9% | +6.0% | -19.9% | -16.7% |
| 1Y | -35.1% | +47.1% | -82.2% | -45.9% |
| 3Y | +156.8% | +170.5% | -13.7% | +53.4% |
| All | -10.6% | +58.5% | -69.1% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling