-25.2%
GIS vs BTI
+116.2%
-141.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -8.4% | -2.0% | -6.4% | -7.9% |
| 30D | -5.2% | -3.4% | -1.8% | -4.4% |
| 3M | +8.2% | -9.0% | +17.2% | +10.8% |
| 6M | -12.0% | -5.0% | -7.0% | -11.0% |
| YTD | -18.9% | -0.3% | -18.5% | -19.2% |
| 1Y | -23.6% | +3.1% | -26.7% | -24.7% |
| 3Y | -37.6% | +111.0% | -148.6% | -49.8% |
| 5Y | -25.2% | +117.0% | -142.2% | -42.1% |
| All | -25.2% | +116.2% | -141.4% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling