+14.9%
BTDR vs GNRC
+61.6%
-46.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.1% |
| 30D | +32.6% | -15.7% | +48.3% | +48.9% |
| 3M | -32.2% | -27.3% | -4.9% | -16.9% |
| 6M | +52.4% | -12.1% | +64.4% | +60.9% |
| YTD | +6.7% | +37.1% | -30.4% | -21.7% |
| 1Y | -15.2% | -0.5% | -14.8% | -20.4% |
| 3Y | +14.9% | +61.5% | -46.6% | -27.1% |
| All | +14.9% | +61.6% | -46.7% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling