+150.1%
GM vs BTSG
+389.4%
-239.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | -1.1% | -1.6% | +0.5% | -1.0% |
| 3M | +6.1% | -6.9% | +13.0% | +6.3% |
| 6M | +15.0% | +42.1% | -27.1% | +4.7% |
| YTD | +6.0% | +56.8% | -50.8% | -5.9% |
| 1Y | +47.1% | +109.8% | -62.7% | +22.6% |
| All | +150.1% | +389.4% | -239.3% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling