-15.2%
BTDR vs GNRC
+0.9%
-16.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.2% |
| 30D | +32.6% | -15.7% | +48.3% | +45.4% |
| 3M | -32.2% | -27.3% | -4.9% | -20.4% |
| 6M | +52.4% | -12.1% | +64.4% | +61.0% |
| YTD | +6.7% | +37.1% | -30.4% | -15.9% |
| 1Y | -15.2% | -0.5% | -14.8% | -12.2% |
| All | -15.2% | +0.9% | -16.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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