+145.4%
GM vs FBTC
+60.2%
+85.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -1.9% |
| 30D | -1.1% | +22.0% | -23.1% | -4.6% |
| 3M | +6.1% | +21.6% | -15.5% | +2.4% |
| 6M | +15.0% | +9.2% | +5.7% | +12.8% |
| YTD | +6.0% | -11.8% | +17.8% | +7.1% |
| 1Y | +47.1% | -32.7% | +79.8% | +54.4% |
| All | +145.4% | +60.2% | +85.2% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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