+37.1%
GFS vs BTSG
+154.4%
-117.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.2% |
| 7D | +2.6% | +5.7% | -3.1% | +0.8% |
| 30D | -16.4% | +0.2% | -16.6% | -16.6% |
| 3M | -41.6% | +5.6% | -47.2% | -43.3% |
| 6M | -3.7% | +50.8% | -54.5% | -16.5% |
| YTD | +29.3% | +67.0% | -37.7% | +9.5% |
| 1Y | +37.1% | +145.5% | -108.4% | +10.9% |
| All | +37.1% | +154.4% | -117.3% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling