+19.6%
BTDR vs GFI
+476.5%
-456.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.6% |
| 7D | -3.4% | -2.7% | -0.7% | -3.1% |
| 30D | +32.6% | +13.2% | +19.4% | +31.4% |
| 3M | -32.2% | +28.5% | -60.7% | -33.6% |
| 6M | +52.4% | -6.2% | +58.5% | +50.9% |
| YTD | +6.7% | +8.7% | -2.0% | +6.5% |
| 1Y | -15.2% | +24.8% | -40.1% | -14.5% |
| 3Y | +14.9% | +298.0% | -283.1% | +27.1% |
| 5Y | +20.8% | +546.0% | -525.2% | +34.8% |
| All | +19.6% | +476.5% | -456.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling