+632.4%
GEV vs BTI
+115.4%
+517.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -7.9% | -1.1% | -6.9% | -7.9% |
| 3M | +5.6% | -8.8% | +14.4% | +5.8% |
| 6M | +13.1% | -4.0% | +17.0% | +11.9% |
| YTD | +46.7% | +0.4% | +46.4% | +45.0% |
| 1Y | +51.3% | +1.9% | +49.4% | +49.9% |
| All | +632.4% | +115.4% | +517.0% | +605.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling