-69.4%
BTDR vs GME
+15.0%
-84.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -7.0% |
| 7D | -17.6% | +7.8% | -25.3% | -20.2% |
| 30D | -40.3% | -0.4% | -39.9% | -40.1% |
| 3M | -42.6% | +30.9% | -73.5% | -49.5% |
| 6M | -46.3% | +5.5% | -51.8% | -47.4% |
| YTD | -41.7% | +25.2% | -66.9% | -50.0% |
| 1Y | -69.4% | +14.4% | -83.8% | -72.5% |
| All | -69.4% | +15.0% | -84.4% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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