+10.8%
BTDR vs GRMN
+179.1%
-168.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -3.2% | -1.8% | -1.4% | -2.3% |
| 30D | +32.7% | -12.1% | +44.8% | +41.4% |
| 3M | -28.4% | +18.0% | -46.4% | -36.6% |
| 6M | +51.7% | +13.7% | +38.0% | +38.6% |
| YTD | +2.9% | +35.3% | -32.4% | -15.8% |
| 1Y | -15.5% | +17.2% | -32.7% | -24.7% |
| All | +10.8% | +179.1% | -168.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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