-37.6%
GIS vs BTG
+94.8%
-132.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -6.4% | -3.8% | -2.6% | -6.3% |
| 30D | -6.1% | +3.6% | -9.7% | -6.2% |
| 3M | +7.8% | +32.0% | -24.2% | +6.9% |
| 6M | -8.8% | +3.4% | -12.2% | -9.2% |
| YTD | -19.1% | +20.8% | -39.9% | -19.8% |
| 1Y | -24.8% | +22.4% | -47.2% | -25.5% |
| 3Y | -37.6% | +91.7% | -129.3% | -39.4% |
| All | -37.6% | +94.8% | -132.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling