-24.9%
GFS vs FBTC
+47.7%
-72.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.5% |
| 7D | +17.2% | -6.3% | +23.5% | +19.0% |
| 30D | -8.7% | -14.3% | +5.5% | -5.3% |
| 3M | -19.7% | +12.6% | -32.2% | -21.8% |
| 6M | -40.7% | -11.8% | -28.9% | -39.2% |
| YTD | +22.5% | -18.6% | +41.2% | +26.5% |
| 1Y | +25.2% | -29.9% | +55.1% | +33.0% |
| All | -24.9% | +47.7% | -72.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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