+153.2%
BTI vs GPC
+7.2%
+146.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +9.6% | -1.8% | +11.4% | +9.9% |
| 3M | +8.3% | -6.6% | +14.9% | +9.4% |
| 6M | +7.5% | +21.3% | -13.8% | +4.2% |
| YTD | +12.3% | +4.3% | +8.0% | +10.9% |
| 1Y | +16.2% | +3.3% | +13.0% | +15.0% |
| 3Y | +148.0% | +0.8% | +147.2% | +140.9% |
| 5Y | +153.2% | +7.4% | +145.9% | +131.9% |
| All | +153.2% | +7.2% | +146.0% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling