+165.2%
GD vs BTI
+131.8%
+33.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +2.7% | +1.6% | +1.0% | +2.1% |
| 30D | +8.6% | +9.2% | -0.6% | +5.6% |
| 3M | -7.1% | +9.6% | -16.7% | -9.8% |
| 6M | +7.5% | -2.4% | +9.9% | +7.7% |
| YTD | +9.9% | +14.2% | -4.3% | +4.2% |
| 1Y | +7.6% | +20.3% | -12.7% | +0.2% |
| 3Y | +56.2% | +147.4% | -91.2% | +12.6% |
| 5Y | +100.6% | +155.4% | -54.8% | +40.9% |
| All | +165.2% | +131.8% | +33.4% | +63.6% |
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