+6,002.7%
BTI vs GAP
+2,253.0%
+3,749.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -7.0% | +9.3% | -16.4% | -7.8% |
| 3M | -6.3% | +6.1% | -12.4% | -6.9% |
| 6M | -2.0% | -2.3% | +0.3% | -2.3% |
| YTD | +0.2% | -10.6% | +10.8% | +0.4% |
| 1Y | +3.8% | -4.4% | +8.2% | +3.3% |
| 3Y | +112.1% | +118.3% | -6.2% | +90.8% |
| 5Y | +113.6% | +12.2% | +101.4% | +98.4% |
| 10Y | +69.6% | +33.7% | +35.9% | +45.4% |
| All | +6,002.7% | +2,253.0% | +3,749.7% | +2,981.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling