-35.9%
BTDR vs GPC
+12.4%
-48.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -7.4% | +0.4% | -7.7% | -7.4% |
| 30D | -33.4% | -1.8% | -31.6% | -33.2% |
| 3M | -26.3% | -6.6% | -19.7% | -25.0% |
| 6M | -52.4% | +21.3% | -73.7% | -57.4% |
| YTD | -42.8% | +4.3% | -47.1% | -45.5% |
| 1Y | -63.7% | +3.3% | -66.9% | -65.4% |
| 3Y | +61.5% | +0.8% | +60.7% | +53.2% |
| 5Y | -35.6% | +7.4% | -43.0% | -38.7% |
| All | -35.9% | +12.4% | -48.3% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling