+1,463.7%
GIS vs BTI
+6,031.1%
-4,567.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.3% | -1.4% | -6.9% | -8.1% |
| 30D | +2.2% | -7.0% | +9.2% | +3.4% |
| 3M | +15.7% | -6.3% | +22.0% | +17.0% |
| 6M | -12.0% | -2.0% | -10.0% | -11.8% |
| YTD | -15.0% | +0.2% | -15.2% | -15.2% |
| 1Y | -20.1% | +3.8% | -23.9% | -20.9% |
| 3Y | -34.6% | +112.1% | -146.7% | -43.0% |
| 5Y | -22.8% | +113.6% | -136.5% | -33.1% |
| 10Y | -18.5% | +69.6% | -88.1% | -28.2% |
| All | +1,463.7% | +6,031.1% | -4,567.5% | +684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling