+433.9%
BTSG vs GTLB
-32.9%
+466.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | -3.3% | -5.7% | +2.4% | -2.6% |
| 30D | -1.6% | +15.1% | -16.7% | -3.8% |
| 3M | -6.9% | +65.5% | -72.4% | -14.2% |
| 6M | +42.1% | +102.9% | -60.8% | +25.2% |
| YTD | +56.8% | +25.2% | +31.6% | +49.9% |
| 1Y | +109.8% | -5.5% | +115.4% | +110.7% |
| All | +433.9% | -32.9% | +466.8% | +432.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling