+170.6%
GD vs BTI
+124.3%
+46.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +0.6% | -3.0% | +3.7% | +1.6% |
| 30D | +9.5% | +9.8% | -0.3% | +6.3% |
| 3M | -5.8% | +9.2% | -15.0% | -8.5% |
| 6M | +7.7% | +4.0% | +3.7% | +5.8% |
| YTD | +11.1% | +12.7% | -1.6% | +5.8% |
| 1Y | +6.1% | +15.9% | -9.9% | +0.1% |
| 3Y | +59.8% | +148.9% | -89.1% | +15.0% |
| 5Y | +104.6% | +152.8% | -48.1% | +44.3% |
| 10Y | +170.6% | +124.2% | +46.3% | +73.8% |
| All | +170.6% | +124.3% | +46.3% | +73.8% |
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