-12.1%
GFS vs BTG
+44.0%
-56.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.4% |
| 7D | -5.3% | +13.0% | -18.3% | -7.6% |
| 30D | -15.8% | +1.1% | -16.9% | -16.1% |
| 3M | -18.6% | +5.3% | -24.0% | -19.6% |
| 6M | -45.0% | +1.1% | -46.0% | -45.7% |
| YTD | +16.8% | +19.2% | -2.4% | +11.7% |
| 1Y | +17.8% | +31.5% | -13.7% | +10.9% |
| 3Y | -21.5% | +94.3% | -115.8% | -32.7% |
| 5Y | -29.3% | +41.8% | -71.1% | -38.2% |
| All | -12.1% | +44.0% | -56.1% | -22.9% |
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