-43.9%
BTDR vs GAP
+2.1%
-46.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.4% |
| 7D | -6.9% | -1.9% | -5.0% | -6.4% |
| 30D | -31.5% | -7.1% | -24.5% | -30.4% |
| 3M | -36.1% | +4.1% | -40.2% | -37.3% |
| 6M | -57.6% | +1.9% | -59.6% | -58.4% |
| YTD | -50.0% | -15.2% | -34.8% | -48.9% |
| 1Y | -49.6% | -10.6% | -39.0% | -49.1% |
| 3Y | +48.5% | +74.6% | -26.0% | +37.7% |
| All | -43.9% | +2.1% | -46.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling