-2.7%
GFS vs BTG
+47.3%
-50.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | +2.6% | +4.8% | -2.2% | +1.8% |
| 30D | -16.4% | +8.3% | -24.7% | -17.7% |
| 3M | -41.6% | +32.3% | -73.9% | -44.7% |
| 6M | -3.7% | +3.0% | -6.6% | -5.4% |
| YTD | +29.3% | +21.9% | +7.4% | +23.4% |
| 1Y | +37.1% | +28.2% | +9.0% | +29.3% |
| 3Y | -22.1% | +99.9% | -122.0% | -33.5% |
| All | -2.7% | +47.3% | -50.0% | -14.8% |
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