+387.8%
GH vs BTI
+105.9%
+281.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -0.2% | -2.4% | +2.3% | +0.1% |
| 30D | -2.6% | -4.8% | +2.1% | -2.0% |
| 3M | +25.1% | -8.1% | +33.2% | +26.0% |
| 6M | +78.5% | -4.2% | +82.7% | +77.3% |
| YTD | +59.4% | -1.3% | +60.7% | +56.2% |
| 1Y | +173.9% | +2.1% | +171.7% | +165.7% |
| All | +387.8% | +105.9% | +281.9% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling