+39.4%
GM vs BTI
+24.7%
+14.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +3.8% |
| 7D | +12.1% | +5.3% | +6.8% | +10.8% |
| 30D | +15.2% | +19.1% | -3.9% | +11.0% |
| 3M | +4.9% | +6.5% | -1.6% | +3.3% |
| 6M | +22.6% | +9.4% | +13.2% | +19.1% |
| YTD | +14.4% | +14.4% | 0.0% | +10.5% |
| 1Y | +39.4% | +23.9% | +15.5% | +30.6% |
| All | +39.4% | +24.7% | +14.8% | +30.6% |
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