-2.7%
GFS vs BTI
+120.6%
-123.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | -1.4% | +4.0% | +2.8% |
| 30D | -16.4% | -7.0% | -9.3% | -15.7% |
| 3M | -41.6% | -6.3% | -35.3% | -41.4% |
| 6M | -3.7% | -2.0% | -1.7% | -4.3% |
| YTD | +29.3% | +0.2% | +29.1% | +27.9% |
| 1Y | +37.1% | +3.8% | +33.3% | +34.7% |
| 3Y | -22.1% | +112.1% | -134.2% | -38.5% |
| All | -2.7% | +120.6% | -123.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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