+123.2%
GIS vs BTG
+385.9%
-262.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.6% |
| 7D | -8.6% | +2.4% | -11.0% | -8.6% |
| 30D | -0.5% | +9.5% | -9.9% | -0.6% |
| 3M | +11.9% | +38.5% | -26.6% | +11.3% |
| 6M | -11.6% | +5.6% | -17.2% | -11.8% |
| YTD | -16.3% | +23.9% | -40.3% | -16.7% |
| 1Y | -21.8% | +32.1% | -53.9% | -22.3% |
| 3Y | -35.7% | +103.2% | -138.8% | -36.6% |
| 5Y | -22.9% | +79.7% | -102.6% | -24.0% |
| 10Y | -16.8% | +159.1% | -175.9% | -18.0% |
| All | +123.2% | +385.9% | -262.7% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling