+388.8%
GH vs BTI
+122.2%
+266.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -4.7% | -1.1% | -3.6% | -4.5% |
| 3M | +20.2% | -8.8% | +29.0% | +22.9% |
| 6M | +78.8% | -4.0% | +82.7% | +78.8% |
| YTD | +54.1% | +0.4% | +53.7% | +50.9% |
| 1Y | +177.1% | +1.9% | +175.1% | +169.5% |
| 3Y | +371.6% | +108.5% | +263.1% | +240.3% |
| 5Y | +21.9% | +118.5% | -96.6% | -14.3% |
| All | +388.8% | +122.2% | +266.5% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling