-10.6%
BITO vs GTLB
-57.4%
+46.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | -5.7% | +2.3% | -2.3% |
| 30D | +21.4% | +15.1% | +6.3% | +17.6% |
| 3M | +20.5% | +65.5% | -45.0% | +7.6% |
| 6M | +7.4% | +102.9% | -95.5% | -9.4% |
| YTD | -13.9% | +25.2% | -39.1% | -19.7% |
| 1Y | -35.1% | -5.5% | -29.5% | -36.1% |
| 3Y | +156.8% | -10.9% | +167.7% | +143.3% |
| All | -10.6% | -57.4% | +46.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling