-30.1%
GFS vs BTI
+153.9%
-184.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.8% |
| 7D | +7.4% | +1.6% | +5.7% | +7.3% |
| 30D | -15.3% | +9.2% | -24.5% | -16.0% |
| 3M | -21.1% | +9.6% | -30.7% | -21.8% |
| 6M | -44.5% | -2.4% | -42.0% | -44.1% |
| YTD | +19.2% | +14.2% | +5.0% | +16.2% |
| 1Y | +27.2% | +20.3% | +6.9% | +22.7% |
| 3Y | -20.1% | +147.4% | -167.5% | -39.1% |
| All | -30.1% | +153.9% | -184.1% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling