+61.5%
BTDR vs GPC
+1.3%
+60.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -7.4% | +0.4% | -7.7% | -7.4% |
| 30D | -33.4% | -1.8% | -31.6% | -33.1% |
| 3M | -26.3% | -6.6% | -19.7% | -24.5% |
| 6M | -52.4% | +21.3% | -73.7% | -59.9% |
| YTD | -42.8% | +4.3% | -47.1% | -47.2% |
| 1Y | -63.7% | +3.3% | -66.9% | -66.5% |
| 3Y | +61.5% | +0.8% | +60.7% | +27.8% |
| All | +61.5% | +1.3% | +60.1% | +27.8% |
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