-0.2%
BTDR vs GGLL
+70.5%
-70.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +22.4% | +1.9% | +20.6% | +21.7% |
| 30D | +16.5% | -9.7% | +26.2% | +20.2% |
| 3M | -31.5% | -18.0% | -13.5% | -26.9% |
| 6M | +74.0% | +15.3% | +58.8% | +50.8% |
| YTD | +13.0% | +2.2% | +10.8% | +2.1% |
| 1Y | -0.2% | +73.1% | -73.3% | -37.1% |
| All | -0.2% | +70.5% | -70.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling