+186.6%
BTI vs GWRE
+741.3%
-554.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.2% | -13.2% | +13.0% | +1.1% |
| 30D | -1.1% | -18.6% | +17.5% | +0.5% |
| 3M | -8.8% | +18.9% | -27.7% | -10.8% |
| 6M | -4.0% | -11.0% | +7.0% | -4.0% |
| YTD | +0.4% | -29.9% | +30.3% | +2.6% |
| 1Y | +1.9% | -44.3% | +46.3% | +6.8% |
| 3Y | +108.5% | +51.7% | +56.8% | +89.8% |
| 5Y | +118.5% | +15.4% | +103.1% | +103.5% |
| 10Y | +75.1% | +129.4% | -54.3% | +44.2% |
| All | +186.6% | +741.3% | -554.7% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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