+6,857.8%
BTI vs GAP
+2,131.7%
+4,726.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.6% | -1.9% | +3.6% | +1.8% |
| 30D | +9.2% | -7.1% | +16.3% | +9.8% |
| 3M | +9.6% | +4.1% | +5.5% | +9.1% |
| 6M | -2.4% | +1.9% | -4.4% | -3.0% |
| YTD | +14.2% | -15.2% | +29.4% | +14.9% |
| 1Y | +20.3% | -10.6% | +30.9% | +20.4% |
| 3Y | +147.4% | +74.6% | +72.8% | +127.0% |
| 5Y | +155.4% | +3.7% | +151.8% | +138.8% |
| 10Y | +127.3% | +2.4% | +124.9% | +99.1% |
| All | +6,857.8% | +2,131.7% | +4,726.1% | +3,423.6% |
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