-18.8%
BTDR vs GLXY
+7.0%
-25.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | +2.0% |
| 7D | +14.8% | +4.5% | +10.3% | +11.4% |
| 30D | +41.8% | +28.8% | +13.0% | +20.1% |
| 3M | -29.2% | -23.0% | -6.1% | -16.7% |
| 6M | +66.2% | +17.0% | +49.2% | +48.8% |
| YTD | +10.0% | +12.5% | -2.5% | -4.3% |
| 1Y | -11.0% | -5.4% | -5.6% | -11.2% |
| All | -18.8% | +7.0% | -25.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling