-0.8%
GFS vs BTG
+49.7%
-50.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.6% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | -8.2% | +9.5% | -17.7% | -9.7% |
| 3M | -38.9% | +38.5% | -77.4% | -42.6% |
| 6M | -2.9% | +5.6% | -8.5% | -5.0% |
| YTD | +31.8% | +23.9% | +7.8% | +25.4% |
| 1Y | +43.1% | +32.1% | +11.0% | +34.3% |
| 3Y | -20.6% | +103.2% | -123.8% | -32.4% |
| All | -0.8% | +49.7% | -50.5% | -13.4% |
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