-18.0%
GIS vs BTI
+5.0%
-23.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -7.8% | -1.4% | -6.5% | -7.5% |
| 30D | +6.6% | -6.6% | +13.2% | +8.3% |
| 3M | +21.0% | -3.0% | +24.0% | +22.6% |
| 6M | -9.1% | -6.7% | -2.4% | -7.5% |
| YTD | -13.6% | +0.6% | -14.2% | -14.4% |
| 1Y | -18.0% | +5.6% | -23.6% | -20.1% |
| All | -18.0% | +5.0% | -23.0% | -20.1% |
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