-69.4%
BTDR vs GAP
+10.4%
-79.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.0% | -13.6% | -7.4% |
| 7D | -17.6% | +8.0% | -25.5% | -19.0% |
| 30D | -40.3% | +2.7% | -42.9% | -40.6% |
| 3M | -42.6% | +16.0% | -58.7% | -45.7% |
| 6M | -46.3% | +2.0% | -48.3% | -46.2% |
| YTD | -41.7% | -4.4% | -37.3% | -41.7% |
| 1Y | -69.4% | +9.2% | -78.6% | -71.9% |
| All | -69.4% | +10.4% | -79.8% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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