-9.1%
BITO vs GPC
+21.0%
-30.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.0% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +20.0% | -0.4% | +20.4% | +20.1% |
| 3M | +22.8% | +39.2% | -16.4% | +9.2% |
| 6M | +13.1% | +18.2% | -5.1% | +6.1% |
| YTD | -12.5% | +12.1% | -24.5% | -17.1% |
| 1Y | -32.6% | -0.7% | -31.9% | -33.1% |
| 3Y | +151.0% | -1.7% | +152.7% | +141.8% |
| All | -9.1% | +21.0% | -30.1% | -21.6% |
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