+19.6%
BTDR vs GME
-51.9%
+71.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +3.3% |
| 7D | -3.4% | +10.4% | -13.8% | -4.6% |
| 30D | +32.6% | +14.1% | +18.5% | +30.4% |
| 3M | -32.2% | -4.6% | -27.6% | -31.9% |
| 6M | +52.4% | -13.5% | +65.9% | +54.9% |
| YTD | +6.7% | +5.3% | +1.4% | +5.9% |
| 1Y | -15.2% | -14.9% | -0.3% | -13.7% |
| 3Y | +14.9% | +24.3% | -9.4% | +5.8% |
| 5Y | +20.8% | -55.6% | +76.4% | +12.6% |
| All | +19.6% | -51.9% | +71.5% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling