-19.9%
GFS vs BTSG
+406.1%
-426.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.8% |
| 7D | +1.0% | +2.7% | -1.7% | +0.3% |
| 30D | -8.6% | -3.6% | -5.0% | -7.9% |
| 3M | -46.5% | +5.8% | -52.3% | -47.6% |
| 6M | -4.8% | +44.7% | -49.6% | -13.4% |
| YTD | +29.7% | +62.2% | -32.5% | +15.0% |
| 1Y | +35.8% | +152.1% | -116.3% | +9.8% |
| All | -19.9% | +406.1% | -426.0% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling