+75.8%
GM vs BTI
+118.0%
-42.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +6.1% | -8.8% | +14.9% | +9.0% |
| 6M | +15.0% | -4.0% | +18.9% | +15.4% |
| YTD | +6.0% | +0.4% | +5.6% | +4.7% |
| 1Y | +47.1% | +1.9% | +45.2% | +44.4% |
| 3Y | +170.5% | +108.5% | +62.0% | +87.8% |
| All | +75.8% | +118.0% | -42.2% | +18.7% |
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