+230.7%
GM vs BTI
+256.9%
-26.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | -4.6% | -4.8% | +0.2% | -2.5% |
| 3M | +0.2% | -8.1% | +8.3% | +3.5% |
| 6M | +12.6% | -4.2% | +16.8% | +13.4% |
| YTD | +3.7% | -1.3% | +5.0% | +2.8% |
| 1Y | +45.6% | +2.1% | +43.5% | +41.7% |
| 3Y | +162.0% | +108.9% | +53.0% | +74.6% |
| 5Y | +80.5% | +114.5% | -34.0% | +17.9% |
| 10Y | +231.3% | +72.2% | +159.1% | +126.4% |
| All | +230.7% | +256.9% | -26.2% | +44.0% |
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