-21.1%
GIS vs BTI
+73.8%
-94.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -6.1% | -1.1% | -5.0% | -5.9% |
| 3M | +7.8% | -8.8% | +16.6% | +10.4% |
| 6M | -8.8% | -4.0% | -4.8% | -8.1% |
| YTD | -19.1% | +0.4% | -19.5% | -19.6% |
| 1Y | -24.8% | +1.9% | -26.7% | -25.6% |
| 3Y | -37.6% | +108.5% | -146.1% | -49.6% |
| 5Y | -25.4% | +118.5% | -144.0% | -41.0% |
| All | -21.1% | +73.8% | -94.9% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling