+87.3%
BTDR vs GGLL
+153.6%
-66.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +8.7% |
| 7D | +7.1% | +6.3% | +0.8% | +4.3% |
| 30D | -31.4% | -35.1% | +3.7% | -16.5% |
| 3M | -39.2% | -37.7% | -1.6% | -25.5% |
| 6M | -50.9% | -54.1% | +3.2% | -31.6% |
| YTD | -41.0% | -29.4% | -11.6% | -36.6% |
| 1Y | -69.9% | -13.4% | -56.5% | -71.7% |
| 3Y | +87.3% | +158.3% | -71.1% | +13.2% |
| All | +87.3% | +153.6% | -66.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling