+40.1%
GILD vs BTI
+22.5%
+17.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | +1.2% | +3.3% | -2.1% | +0.2% |
| 30D | +16.2% | +19.0% | -2.8% | +10.7% |
| 3M | +27.9% | +6.4% | +21.5% | +25.3% |
| 6M | +27.1% | +7.7% | +19.4% | +23.5% |
| YTD | +39.0% | +14.6% | +24.4% | +34.8% |
| 1Y | +40.1% | +22.0% | +18.0% | +36.1% |
| All | +40.1% | +22.5% | +17.6% | +36.1% |
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 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