-9.4%
BITO vs GRMN
+89.3%
-98.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | +21.8% | -13.1% | +34.9% | +28.9% |
| 3M | +25.0% | +14.9% | +10.1% | +16.4% |
| 6M | +11.3% | +13.1% | -1.8% | +4.0% |
| YTD | -12.7% | +35.3% | -48.0% | -25.1% |
| 1Y | -32.3% | +16.0% | -48.3% | -37.9% |
| 3Y | +150.3% | +179.6% | -29.3% | +28.2% |
| All | -9.4% | +89.3% | -98.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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