+140.0%
GM vs FBTC
+62.0%
+78.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | -4.6% | +22.3% | -26.8% | -7.9% |
| 3M | +0.2% | +26.0% | -25.8% | -3.9% |
| 6M | +12.6% | +13.2% | -0.5% | +9.8% |
| YTD | +3.7% | -10.7% | +14.4% | +4.5% |
| 1Y | +45.6% | -30.0% | +75.6% | +51.9% |
| All | +140.0% | +62.0% | +78.0% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling