-31.9%
GFS vs FBTC
+56.9%
-88.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -7.8% | -1.2% | -6.6% | -7.5% |
| 30D | -19.7% | -9.1% | -10.6% | -17.8% |
| 3M | -23.1% | +17.6% | -40.7% | -25.9% |
| 6M | -46.4% | -7.1% | -39.3% | -45.7% |
| YTD | +11.0% | -13.6% | +24.6% | +13.0% |
| 1Y | +12.6% | -25.1% | +37.7% | +17.8% |
| All | -31.9% | +56.9% | -88.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling