+24.7%
BTDR vs GPC
+30.9%
-6.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +14.8% | -0.6% | +15.4% | +15.0% |
| 30D | +41.8% | +1.3% | +40.5% | +40.9% |
| 3M | -29.2% | +37.1% | -66.3% | -39.3% |
| 6M | +66.2% | +23.2% | +43.0% | +49.1% |
| YTD | +10.0% | +13.1% | -3.1% | +2.4% |
| 1Y | -11.0% | +0.9% | -11.8% | -13.4% |
| 3Y | +6.9% | -0.8% | +7.7% | -0.5% |
| 5Y | +24.7% | +31.1% | -6.4% | +16.1% |
| All | +24.7% | +30.9% | -6.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling