+112.1%
BTI vs GPC
-2.2%
+114.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -7.0% | -0.4% | -6.7% | -7.0% |
| 3M | -6.3% | +39.2% | -45.5% | -9.0% |
| 6M | -2.0% | +18.2% | -20.2% | -3.7% |
| YTD | +0.2% | +12.1% | -11.9% | -1.1% |
| 1Y | +3.8% | -0.7% | +4.5% | +3.2% |
| 3Y | +112.1% | -1.7% | +113.7% | +108.7% |
| All | +112.1% | -2.2% | +114.3% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling