-26.9%
GFS vs FBTC
+42.6%
-69.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.9% |
| 7D | +7.4% | -9.2% | +16.5% | +9.8% |
| 30D | -15.3% | -15.8% | +0.5% | -11.6% |
| 3M | -21.1% | +8.7% | -29.8% | -22.6% |
| 6M | -44.5% | -13.6% | -30.9% | -42.8% |
| YTD | +19.2% | -21.5% | +40.7% | +24.1% |
| 1Y | +27.2% | -29.9% | +57.2% | +35.3% |
| All | -26.9% | +42.6% | -69.5% | -31.2% |
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