+15.3%
BTDR vs GNRC
-55.3%
+70.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.7% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | +32.7% | -15.8% | +48.5% | +39.5% |
| 3M | -28.4% | -24.0% | -4.4% | -22.5% |
| 6M | +51.7% | -13.8% | +65.5% | +58.7% |
| YTD | +2.9% | +33.2% | -30.4% | -4.0% |
| 1Y | -15.5% | -1.8% | -13.7% | -14.8% |
| 3Y | 0.0% | +57.7% | -57.7% | -7.3% |
| 5Y | +16.5% | -59.7% | +76.2% | +7.9% |
| All | +15.3% | -55.3% | +70.6% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling