+117.9%
BTSG vs GFI
+6.9%
+111.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.8% |
| 7D | +17.4% | +1.4% | +16.0% | +17.1% |
| 30D | +12.6% | +3.0% | +9.6% | +12.0% |
| 3M | +11.2% | +10.2% | +1.0% | +8.2% |
| 6M | +30.4% | -10.1% | +40.4% | +30.3% |
| YTD | +86.4% | -11.4% | +97.8% | +80.6% |
| 1Y | +117.9% | +8.4% | +109.5% | +98.1% |
| All | +117.9% | +6.9% | +111.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling