+3.1%
BTDR vs GAP
+1.5%
+1.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.5% | +3.8% |
| 7D | +20.0% | -4.5% | +24.4% | +21.4% |
| 30D | +11.9% | +9.0% | +2.9% | +7.1% |
| 3M | -36.9% | +5.0% | -41.9% | -38.6% |
| 6M | +56.5% | -17.8% | +74.3% | +65.3% |
| YTD | +10.4% | -10.4% | +20.8% | +12.8% |
| 1Y | +3.1% | -3.4% | +6.5% | -11.4% |
| All | +3.1% | +1.5% | +1.6% | -11.4% |
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