+401.3%
GH vs BTI
+122.7%
+278.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -1.1% | -6.6% | +5.5% | +1.0% |
| 3M | +21.3% | -3.0% | +24.3% | +21.4% |
| 6M | +73.5% | -6.7% | +80.2% | +75.2% |
| YTD | +58.0% | +0.6% | +57.5% | +54.7% |
| 1Y | +163.1% | +5.6% | +157.5% | +152.5% |
| 3Y | +361.0% | +110.3% | +250.7% | +231.6% |
| 5Y | +22.5% | +114.3% | -91.7% | -13.2% |
| All | +401.3% | +122.7% | +278.6% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling