-4.8%
GFS vs BTI
-7.0%
+2.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.3% |
| 7D | +1.0% | -1.4% | +2.4% | +0.7% |
| 30D | -8.6% | -6.6% | -2.0% | -9.8% |
| 3M | -46.5% | -3.0% | -43.6% | -47.3% |
| 6M | -4.8% | -6.7% | +1.9% | -5.9% |
| All | -4.8% | -7.0% | +2.2% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling