-29.5%
BITO vs GWRE
-24.6%
-4.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.1% | -4.9% |
| 7D | -5.9% | +4.5% | -10.5% | -6.4% |
| 30D | -11.5% | +1.7% | -13.2% | -11.9% |
| 3M | +15.6% | +4.4% | +11.2% | +14.8% |
| 6M | -8.9% | +19.5% | -28.4% | -10.1% |
| YTD | -15.9% | -16.7% | +0.9% | -15.7% |
| 1Y | -29.5% | -24.0% | -5.5% | -25.8% |
| All | -29.5% | -24.6% | -4.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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