-2.4%
GFS vs BTG
+51.6%
-54.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | -46.5% | +23.1% | -69.6% | -48.8% |
| 6M | -4.8% | +3.5% | -8.3% | -6.7% |
| YTD | +29.7% | +25.5% | +4.2% | +23.1% |
| 1Y | +35.8% | +40.1% | -4.3% | +26.3% |
| 3Y | -18.3% | +101.1% | -119.5% | -30.3% |
| All | -2.4% | +51.6% | -54.0% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling