+72.2%
BTI vs GPC
+83.6%
-11.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -4.8% | +1.3% | -6.1% | -5.1% |
| 3M | -8.1% | +37.1% | -45.2% | -15.5% |
| 6M | -4.2% | +23.2% | -27.4% | -9.8% |
| YTD | -1.3% | +13.1% | -14.4% | -5.5% |
| 1Y | +2.1% | +0.9% | +1.3% | +0.7% |
| 3Y | +108.9% | -0.8% | +109.7% | +101.5% |
| 5Y | +114.5% | +31.1% | +83.3% | +84.9% |
| 10Y | +72.2% | +87.4% | -15.1% | +26.9% |
| All | +72.2% | +83.6% | -11.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling