-34.7%
GFS vs BTI
+155.8%
-190.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +6.4% |
| 7D | -7.8% | -1.0% | -6.8% | -7.8% |
| 30D | -19.7% | +13.0% | -32.6% | -20.7% |
| 3M | -23.1% | +5.3% | -28.5% | -23.5% |
| 6M | -46.4% | +5.3% | -51.7% | -46.9% |
| YTD | +11.0% | +12.4% | -1.4% | +8.3% |
| 1Y | +12.6% | +18.9% | -6.3% | +8.6% |
| 3Y | -24.9% | +144.0% | -169.0% | -42.8% |
| All | -34.7% | +155.8% | -190.5% | -50.9% |
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