+156.8%
BITO vs GTLB
-10.9%
+167.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | -5.7% | +2.3% | -2.4% |
| 30D | +21.4% | +15.1% | +6.3% | +18.0% |
| 3M | +20.5% | +65.5% | -45.0% | +8.7% |
| 6M | +7.4% | +102.9% | -95.5% | -8.3% |
| YTD | -13.9% | +25.2% | -39.1% | -18.5% |
| 1Y | -35.1% | -5.5% | -29.5% | -35.1% |
| 3Y | +156.8% | -10.9% | +167.7% | +164.8% |
| All | +156.8% | -10.9% | +167.7% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling