+156.8%
BITO vs GWRE
+50.1%
+106.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.4% | -13.2% | +9.8% | -1.2% |
| 30D | +21.4% | -18.6% | +40.0% | +25.1% |
| 3M | +20.5% | +18.9% | +1.6% | +15.5% |
| 6M | +7.4% | -11.0% | +18.3% | +8.5% |
| YTD | -13.9% | -29.9% | +16.0% | -8.8% |
| 1Y | -35.1% | -44.3% | +9.3% | -27.3% |
| 3Y | +156.8% | +51.7% | +105.2% | +125.3% |
| All | +156.8% | +50.1% | +106.7% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling