+177.4%
GD vs BTI
+114.6%
+62.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.7% |
| 7D | -3.0% | -2.9% | -0.1% | -2.3% |
| 30D | +9.3% | +8.3% | +1.0% | +6.6% |
| 3M | -7.2% | +2.9% | -10.1% | -8.2% |
| 6M | +5.5% | +6.2% | -0.8% | +2.8% |
| YTD | +9.5% | +10.9% | -1.4% | +4.8% |
| 1Y | +6.4% | +16.6% | -10.1% | +0.3% |
| 3Y | +59.8% | +142.2% | -82.4% | +16.5% |
| 5Y | +98.0% | +151.3% | -53.3% | +40.5% |
| 10Y | +177.4% | +113.9% | +63.5% | +91.1% |
| All | +177.4% | +114.6% | +62.8% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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