+119.1%
BTI vs GTLB
-50.0%
+169.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.3% |
| 7D | -1.4% | +4.6% | -5.9% | -1.4% |
| 30D | -7.0% | +21.0% | -28.0% | -7.3% |
| 3M | -6.3% | +51.7% | -58.0% | -6.9% |
| 6M | -2.0% | +89.3% | -91.3% | -2.9% |
| YTD | +0.2% | +25.6% | -25.4% | -0.1% |
| 1Y | +3.8% | -1.5% | +5.3% | +4.0% |
| 3Y | +112.1% | -9.9% | +122.0% | +110.9% |
| All | +119.1% | -50.0% | +169.1% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling