+15.3%
BTDR vs GPC
+20.9%
-5.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.2% |
| 7D | -3.2% | -1.8% | -1.4% | -2.6% |
| 30D | +32.7% | +0.1% | +32.6% | +32.4% |
| 3M | -28.4% | +37.4% | -65.7% | -38.6% |
| 6M | +51.7% | +25.4% | +26.3% | +35.3% |
| YTD | +2.9% | +12.2% | -9.3% | -3.9% |
| 1Y | -15.5% | -0.3% | -15.1% | -17.4% |
| 3Y | 0.0% | -1.6% | +1.6% | -6.6% |
| 5Y | +16.5% | +31.0% | -14.5% | +10.1% |
| All | +15.3% | +20.9% | -5.6% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling