-20.1%
GFS vs BTI
+149.4%
-169.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.6% |
| 7D | +7.4% | +1.6% | +5.7% | +7.6% |
| 30D | -15.3% | +9.2% | -24.5% | -14.8% |
| 3M | -21.1% | +9.6% | -30.7% | -20.5% |
| 6M | -44.5% | -2.4% | -42.0% | -43.6% |
| YTD | +19.2% | +14.2% | +5.0% | +19.4% |
| 1Y | +27.2% | +20.3% | +6.9% | +26.9% |
| 3Y | -20.1% | +147.4% | -167.5% | -38.2% |
| All | -20.1% | +149.4% | -169.5% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling