+37.4%
GILD vs BTI
+5.0%
+32.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +3.7% | -1.4% | +5.0% | +4.0% |
| 30D | +14.6% | -6.6% | +21.2% | +16.6% |
| 3M | +17.7% | -3.0% | +20.7% | +18.4% |
| 6M | +3.1% | -6.7% | +9.8% | +4.4% |
| YTD | +24.5% | +0.6% | +24.0% | +24.8% |
| 1Y | +37.4% | +5.6% | +31.8% | +38.3% |
| All | +37.4% | +5.0% | +32.4% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling