+2.9%
GD vs BTI
+3.4%
-0.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | -0.2% |
| 7D | -5.0% | -1.0% | -3.9% | -4.8% |
| 30D | +8.9% | +13.0% | -4.0% | +7.4% |
| 3M | -8.0% | +3.7% | -11.7% | -8.7% |
| 6M | +2.9% | +3.7% | -0.8% | +1.5% |
| All | +2.9% | +3.4% | -0.5% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling