-7.3%
GFS vs BTG
+40.5%
-47.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.9% |
| 7D | +6.2% | +1.4% | +4.9% | +5.8% |
| 30D | -11.4% | -1.1% | -10.2% | -11.4% |
| 3M | -15.5% | +2.5% | -18.0% | -16.1% |
| 6M | -42.6% | -3.1% | -39.6% | -43.0% |
| YTD | +23.2% | +16.3% | +6.9% | +18.3% |
| 1Y | +23.6% | +27.6% | -4.0% | +16.9% |
| 3Y | -17.2% | +89.5% | -106.8% | -28.7% |
| 5Y | -23.4% | +33.6% | -57.0% | -32.9% |
| All | -7.3% | +40.5% | -47.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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