-20.5%
GFS vs FBTC
+65.3%
-85.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +2.1% |
| 7D | +1.0% | +2.9% | -1.9% | +0.3% |
| 30D | -8.6% | +23.0% | -31.6% | -12.9% |
| 3M | -46.5% | +25.6% | -72.1% | -49.3% |
| 6M | -4.8% | +9.0% | -13.8% | -7.0% |
| YTD | +29.7% | -8.9% | +38.6% | +30.3% |
| 1Y | +35.8% | -27.5% | +63.4% | +42.6% |
| All | -20.5% | +65.3% | -85.8% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling