+155.4%
GILD vs BITO
-8.3%
+163.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -3.4% | -1.4% | -4.7% |
| 30D | +5.8% | +21.4% | -15.6% | +4.9% |
| 3M | +14.9% | +20.5% | -5.6% | +14.0% |
| 6M | -0.4% | +7.4% | -7.7% | -0.7% |
| YTD | +18.5% | -13.9% | +32.4% | +18.8% |
| 1Y | +25.1% | -35.1% | +60.2% | +26.7% |
| 3Y | +105.9% | +156.8% | -50.9% | +93.9% |
| All | +155.4% | -8.3% | +163.7% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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