-24.1%
BTDR vs GLXY
+2.7%
-26.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -3.8% |
| 7D | -3.2% | -8.9% | +5.8% | +3.0% |
| 30D | +32.7% | +19.9% | +12.8% | +18.1% |
| 3M | -28.4% | -20.0% | -8.4% | -17.5% |
| 6M | +51.7% | +10.5% | +41.2% | +41.1% |
| YTD | +2.9% | +7.9% | -5.1% | -7.9% |
| 1Y | -15.5% | -7.5% | -8.0% | -14.1% |
| All | -24.1% | +2.7% | -26.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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