-10.6%
BITO vs GPC
+20.6%
-31.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -3.2% | -0.3% | -2.5% |
| 30D | +21.4% | +0.5% | +20.9% | +21.1% |
| 3M | +20.5% | +31.7% | -11.2% | +9.3% |
| 6M | +7.4% | +24.7% | -17.3% | -1.2% |
| YTD | -13.9% | +11.8% | -25.6% | -18.4% |
| 1Y | -35.1% | -3.0% | -32.1% | -35.0% |
| 3Y | +156.8% | -1.1% | +157.9% | +146.3% |
| All | -10.6% | +20.6% | -31.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling