+19,650.5%
GD vs BTI
+6,669.2%
+12,981.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | +0.1% |
| 7D | -5.0% | -1.0% | -3.9% | -4.8% |
| 30D | +8.9% | +13.0% | -4.0% | +6.1% |
| 3M | -8.0% | +3.7% | -11.7% | -8.9% |
| 6M | +2.9% | +3.7% | -0.8% | +1.7% |
| YTD | +7.1% | +10.6% | -3.6% | +4.1% |
| 1Y | +5.9% | +17.1% | -11.2% | +1.8% |
| 3Y | +53.9% | +140.2% | -86.4% | +26.1% |
| 5Y | +95.4% | +152.2% | -56.8% | +57.7% |
| 10Y | +193.5% | +111.9% | +81.6% | +139.9% |
| All | +19,650.5% | +6,669.2% | +12,981.3% | +10,085.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling