-69.4%
BTDR vs BTG
+24.4%
-93.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.7% | -14.4% | -10.4% |
| 7D | -17.6% | -0.2% | -17.4% | -17.7% |
| 30D | -40.3% | -0.8% | -39.5% | -40.0% |
| 3M | -42.6% | +31.8% | -74.5% | -50.8% |
| 6M | -46.3% | +20.4% | -66.7% | -52.6% |
| YTD | -41.7% | +14.7% | -56.5% | -47.1% |
| 1Y | -69.4% | +29.4% | -98.8% | -75.3% |
| All | -69.4% | +24.4% | -93.8% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling