-17.4%
GIS vs BTI
+24.7%
-42.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +4.0% |
| 7D | +8.5% | +5.3% | +3.2% | +6.7% |
| 30D | +15.3% | +19.1% | -3.8% | +9.8% |
| 3M | +0.9% | +6.5% | -5.6% | -1.2% |
| 6M | +7.9% | +9.4% | -1.5% | +5.3% |
| YTD | -17.6% | +14.4% | -32.0% | -21.6% |
| 1Y | -17.4% | +23.9% | -41.3% | -21.6% |
| All | -17.4% | +24.7% | -42.0% | -21.6% |
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