-31.4%
GFS vs BTSG
+459.6%
-491.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.3% | +5.8% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -19.7% | +5.3% | -24.9% | -20.6% |
| 3M | -23.1% | +10.8% | -33.9% | -25.2% |
| 6M | -46.4% | +27.3% | -73.7% | -49.8% |
| YTD | +11.0% | +79.3% | -68.3% | -4.0% |
| 1Y | +12.6% | +106.0% | -93.3% | -5.4% |
| All | -31.4% | +459.6% | -491.0% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling