-16.6%
BTDR vs GLXY
+15.1%
-31.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +0.5% |
| 7D | +22.4% | +15.5% | +7.0% | +11.3% |
| 30D | +16.5% | +34.1% | -17.7% | -3.4% |
| 3M | -31.5% | -11.3% | -20.1% | -26.6% |
| 6M | +74.0% | +31.6% | +42.4% | +44.5% |
| YTD | +13.0% | +21.0% | -8.0% | -6.2% |
| 1Y | -0.2% | +11.7% | -11.9% | -9.8% |
| All | -16.6% | +15.1% | -31.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling