-23.4%
BITO vs GTLB
+6.1%
-29.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -1.9% | -9.7% | +7.7% | -0.7% |
| 30D | -6.7% | +1.7% | -8.4% | -7.0% |
| 3M | +23.1% | +43.6% | -20.5% | +17.5% |
| 6M | -2.0% | +113.0% | -115.0% | -11.7% |
| YTD | -11.4% | +39.5% | -50.9% | -11.0% |
| 1Y | -23.4% | +12.6% | -36.0% | -20.2% |
| All | -23.4% | +6.1% | -29.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling