+16.5%
BTDR vs GME
-58.9%
+75.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.5% | -9.0% | -6.8% |
| 7D | -3.2% | +6.0% | -9.2% | -4.0% |
| 30D | +32.7% | +8.3% | +24.3% | +31.3% |
| 3M | -28.4% | -9.1% | -19.3% | -27.7% |
| 6M | +51.7% | -16.3% | +68.0% | +55.0% |
| YTD | +2.9% | +1.5% | +1.3% | +2.6% |
| 1Y | -15.5% | -16.3% | +0.9% | -13.7% |
| 3Y | 0.0% | +15.1% | -15.1% | -7.7% |
| 5Y | +16.5% | -57.2% | +73.6% | +9.5% |
| All | +16.5% | -58.9% | +75.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling