-28.0%
GFS vs BTSG
+476.3%
-504.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +4.2% |
| 7D | -3.1% | +4.4% | -7.5% | -3.9% |
| 30D | -16.0% | +8.5% | -24.5% | -17.6% |
| 3M | -24.7% | +10.8% | -35.5% | -26.7% |
| 6M | -45.1% | +26.1% | -71.2% | -48.5% |
| YTD | +16.5% | +84.6% | -68.2% | 0.0% |
| 1Y | +19.3% | +108.7% | -89.3% | -0.2% |
| All | -28.0% | +476.3% | -504.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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