-20.9%
BITO vs GPC
+11.3%
-32.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -9.2% | +0.4% | -9.7% | -9.4% |
| 30D | -15.9% | -6.3% | -9.6% | -14.4% |
| 3M | +7.3% | -8.2% | +15.5% | +9.7% |
| 6M | -15.2% | +27.1% | -42.3% | -22.8% |
| YTD | -23.8% | +3.1% | -26.9% | -26.2% |
| 1Y | -32.2% | +0.1% | -32.3% | -33.7% |
| 3Y | +55.1% | +0.2% | +54.9% | +46.2% |
| 5Y | -16.7% | +4.9% | -21.6% | -28.3% |
| All | -20.9% | +11.3% | -32.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling