+2,449.8%
GPN vs BTI
+2,894.5%
-444.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | -6.2% | -2.4% | -3.8% | -5.4% |
| 30D | +1.0% | -4.8% | +5.8% | +2.8% |
| 3M | +36.9% | -8.1% | +45.0% | +40.9% |
| 6M | +16.8% | -4.2% | +21.0% | +17.8% |
| YTD | +13.2% | -1.3% | +14.5% | +12.6% |
| 1Y | +1.4% | +2.1% | -0.7% | -0.5% |
| 3Y | -28.6% | +108.9% | -137.6% | -47.0% |
| 5Y | -47.0% | +114.5% | -161.5% | -61.1% |
| 10Y | +25.2% | +72.2% | -47.1% | -4.9% |
| All | +2,449.8% | +2,894.5% | -444.7% | +1,236.9% |
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