+3.1%
BTDR vs GPC
+0.2%
+2.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +20.0% | +0.4% | +19.5% | +19.9% |
| 30D | +11.9% | +5.1% | +6.8% | +11.3% |
| 3M | -36.9% | +41.5% | -78.5% | -45.8% |
| 6M | +56.5% | +21.8% | +34.7% | +41.9% |
| YTD | +10.4% | +14.6% | -4.1% | +7.8% |
| 1Y | +3.1% | +1.3% | +1.8% | +3.1% |
| All | +3.1% | +0.2% | +2.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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