+231.1%
GM vs BTI
+73.8%
+157.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -1.1% | -1.1% | 0.0% | -0.7% |
| 3M | +6.1% | -8.8% | +14.9% | +9.7% |
| 6M | +15.0% | -4.0% | +18.9% | +15.6% |
| YTD | +6.0% | +0.4% | +5.6% | +4.5% |
| 1Y | +47.1% | +1.9% | +45.2% | +43.7% |
| 3Y | +170.5% | +108.5% | +62.0% | +86.1% |
| 5Y | +80.5% | +118.5% | -38.0% | +20.9% |
| All | +231.1% | +73.8% | +157.3% | +126.3% |
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