+64.0%
FBTC vs GFI
+297.1%
-233.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.1% |
| 7D | -5.8% | -5.1% | -0.7% | -5.3% |
| 30D | +21.4% | +13.4% | +8.0% | +20.1% |
| 3M | +24.5% | +36.2% | -11.8% | +21.0% |
| 6M | +9.9% | -9.8% | +19.7% | +9.6% |
| YTD | -12.0% | +7.7% | -19.7% | -12.6% |
| 1Y | -32.3% | +27.2% | -59.5% | -32.8% |
| All | +64.0% | +297.1% | -233.0% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling