+433.9%
BTSG vs GFI
+244.7%
+189.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | -3.3% | -4.9% | +1.6% | -2.8% |
| 30D | -1.6% | +10.7% | -12.3% | -2.8% |
| 3M | -6.9% | +25.6% | -32.5% | -9.4% |
| 6M | +42.1% | -8.3% | +50.4% | +41.6% |
| YTD | +56.8% | +6.3% | +50.5% | +54.4% |
| 1Y | +109.8% | +22.1% | +87.7% | +103.7% |
| All | +433.9% | +244.7% | +189.2% | +395.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling