-15.2%
BTDR vs GPC
-0.9%
-14.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -3.4% | -3.2% | -0.2% | -3.1% |
| 30D | +32.6% | +0.5% | +32.1% | +32.3% |
| 3M | -32.2% | +31.7% | -64.0% | -40.1% |
| 6M | +52.4% | +24.7% | +27.6% | +36.0% |
| YTD | +6.7% | +11.8% | -5.1% | +4.3% |
| 1Y | -15.2% | -3.0% | -12.3% | -12.7% |
| All | -15.2% | -0.9% | -14.3% | -12.7% |
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 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