-29.3%
GFS vs BTG
+43.7%
-73.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.5% |
| 7D | -5.3% | +13.0% | -18.3% | -7.6% |
| 30D | -15.8% | +1.1% | -16.9% | -16.2% |
| 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% | +11.6% |
| 1Y | +17.8% | +31.5% | -13.7% | +10.8% |
| 3Y | -21.5% | +94.3% | -115.8% | -32.9% |
| 5Y | -29.3% | +41.8% | -71.1% | -36.5% |
| All | -29.3% | +43.7% | -73.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling