-26.3%
GFS vs BTSG
+493.4%
-519.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +7.4% | +6.0% | +1.3% | +5.9% |
| 30D | -15.3% | +12.4% | -27.7% | -17.5% |
| 3M | -21.1% | +18.2% | -39.3% | -24.4% |
| 6M | -44.5% | +26.0% | -70.5% | -47.9% |
| YTD | +19.2% | +90.1% | -70.9% | +1.7% |
| 1Y | +27.2% | +124.3% | -97.0% | +4.8% |
| All | -26.3% | +493.4% | -519.7% | -49.1% |
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