+477.9%
GLW vs FBTC
+62.0%
+415.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +16.9% | +1.1% | +15.8% | +16.5% |
| 30D | +7.0% | +22.3% | -15.3% | +2.6% |
| 3M | -3.0% | +26.0% | -28.9% | -7.5% |
| 6M | +31.0% | +13.2% | +17.8% | +27.5% |
| YTD | +93.4% | -10.7% | +104.2% | +94.3% |
| 1Y | +134.7% | -30.0% | +164.7% | +144.1% |
| All | +477.9% | +62.0% | +415.8% | +436.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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