+10.8%
BTDR vs GAP
+103.6%
-92.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.7% |
| 7D | -3.2% | -6.3% | +3.1% | -0.7% |
| 30D | +32.7% | -0.2% | +32.9% | +30.9% |
| 3M | -28.4% | 0.0% | -28.4% | -30.0% |
| 6M | +51.7% | -8.1% | +59.8% | +54.1% |
| YTD | +2.9% | -16.5% | +19.3% | +7.1% |
| 1Y | -15.5% | -10.5% | -5.0% | -15.3% |
| All | +10.8% | +103.6% | -92.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling