+10.8%
BTDR vs GPC
-1.9%
+12.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.4% |
| 30D | +32.7% | +0.1% | +32.6% | +32.3% |
| 3M | -28.4% | +37.4% | -65.7% | -43.0% |
| 6M | +51.7% | +25.4% | +26.3% | +28.1% |
| YTD | +2.9% | +12.2% | -9.3% | -7.4% |
| 1Y | -15.5% | -0.3% | -15.1% | -18.0% |
| All | +10.8% | -1.9% | +12.6% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling