+119.4%
BTI vs GTLB
-50.1%
+169.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -0.2% | -5.7% | +5.5% | -0.1% |
| 30D | -1.1% | +15.1% | -16.2% | -1.3% |
| 3M | -8.8% | +65.5% | -74.2% | -9.4% |
| 6M | -4.0% | +102.9% | -106.8% | -5.0% |
| YTD | +0.4% | +25.2% | -24.8% | +0.1% |
| 1Y | +1.9% | -5.5% | +7.5% | +2.2% |
| 3Y | +108.5% | -10.9% | +119.4% | +107.5% |
| All | +119.4% | -50.1% | +169.6% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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