+46.4%
GH vs BTI
+153.9%
-107.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | +0.6% | +1.6% | -1.1% | +0.2% |
| 30D | -6.9% | +9.2% | -16.2% | -9.0% |
| 3M | -4.9% | +9.6% | -14.6% | -7.2% |
| 6M | +54.1% | -2.4% | +56.5% | +54.5% |
| YTD | +48.5% | +14.2% | +34.3% | +40.5% |
| 1Y | +61.2% | +20.3% | +40.9% | +49.5% |
| 3Y | +570.3% | +147.4% | +422.9% | +337.1% |
| All | +46.4% | +153.9% | -107.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling