-21.9%
GFS vs BTG
+107.1%
-129.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -8.6% | +36.8% | -45.4% | -13.5% |
| 3M | -46.5% | +23.1% | -69.6% | -48.7% |
| 6M | -4.8% | +3.5% | -8.3% | -6.8% |
| YTD | +29.7% | +25.5% | +4.2% | +23.9% |
| 1Y | +35.8% | +40.1% | -4.3% | +28.0% |
| All | -21.9% | +107.1% | -129.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling