+26.7%
BTDR vs GME
-57.0%
+83.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.5% |
| 7D | +22.4% | +0.4% | +22.0% | +22.4% |
| 30D | +16.5% | -1.4% | +17.9% | +16.8% |
| 3M | -31.5% | -15.1% | -16.3% | -30.2% |
| 6M | +74.0% | -22.5% | +96.5% | +79.5% |
| YTD | +13.0% | -5.9% | +19.0% | +13.9% |
| 1Y | -0.2% | -18.6% | +18.4% | +2.3% |
| 3Y | +9.9% | +6.7% | +3.2% | +2.7% |
| 5Y | +28.1% | -62.0% | +90.1% | +21.3% |
| All | +26.7% | -57.0% | +83.7% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling