+23.8%
BTDR vs GPC
+24.5%
-0.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.6% |
| 7D | +20.0% | +1.2% | +18.8% | +19.5% |
| 30D | +11.9% | +6.0% | +6.0% | +9.7% |
| 3M | -36.9% | +42.6% | -79.6% | -46.7% |
| 6M | +56.5% | +22.8% | +33.8% | +41.1% |
| YTD | +10.4% | +15.5% | -5.0% | +2.2% |
| 1Y | +3.1% | +2.0% | +1.0% | 0.0% |
| 3Y | -2.6% | -1.4% | -1.2% | -10.0% |
| 5Y | +25.2% | +30.6% | -5.4% | +16.5% |
| All | +23.8% | +24.5% | -0.7% | +14.5% |
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 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