+117.9%
BTI vs GTLB
-49.8%
+167.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | -3.4% | +12.3% | -15.8% | -3.6% |
| 3M | -9.0% | +65.9% | -74.9% | -9.6% |
| 6M | -5.0% | +104.0% | -109.0% | -6.1% |
| YTD | -0.3% | +26.0% | -26.4% | -0.6% |
| 1Y | +3.1% | -3.5% | +6.6% | +3.3% |
| 3Y | +111.0% | -9.6% | +120.6% | +109.8% |
| All | +117.9% | -49.8% | +167.7% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling