+6,012.7%
BTI vs GFI
+650.5%
+5,362.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -0.2% | -4.9% | +4.7% | 0.0% |
| 30D | -1.1% | +10.7% | -11.8% | -1.5% |
| 3M | -8.8% | +25.6% | -34.4% | -9.8% |
| 6M | -4.0% | -8.3% | +4.3% | -3.9% |
| YTD | +0.4% | +6.3% | -5.9% | -0.4% |
| 1Y | +1.9% | +22.1% | -20.1% | +0.3% |
| 3Y | +108.5% | +289.2% | -180.7% | +94.3% |
| 5Y | +118.5% | +531.7% | -413.1% | +97.8% |
| 10Y | +75.1% | +1,043.8% | -968.7% | +50.8% |
| All | +6,012.7% | +650.5% | +5,362.2% | +4,933.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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