+14.9%
BTDR vs GFI
+287.6%
-272.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | -3.4% | -4.9% | +1.5% | -2.5% |
| 30D | +32.6% | +10.7% | +21.9% | +30.9% |
| 3M | -32.2% | +25.6% | -57.9% | -34.5% |
| 6M | +52.4% | -8.3% | +60.6% | +50.8% |
| YTD | +6.7% | +6.3% | +0.4% | +6.9% |
| 1Y | -15.2% | +22.1% | -37.3% | -13.4% |
| 3Y | +14.9% | +289.2% | -274.3% | +58.7% |
| All | +14.9% | +287.6% | -272.7% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling