+26.7%
BTDR vs GAP
-7.3%
+34.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +22.4% | +1.7% | +20.7% | +22.0% |
| 30D | +16.5% | +9.3% | +7.1% | +12.6% |
| 3M | -31.5% | +6.1% | -37.6% | -33.3% |
| 6M | +74.0% | -2.3% | +76.3% | +73.5% |
| YTD | +13.0% | -10.6% | +23.6% | +14.3% |
| 1Y | -0.2% | -4.4% | +4.2% | -1.1% |
| 3Y | +9.9% | +118.3% | -108.4% | +0.7% |
| 5Y | +28.1% | +12.2% | +15.9% | +17.5% |
| All | +26.7% | -7.3% | +34.0% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling