-43.9%
BTDR vs GRMN
+119.5%
-163.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -8.2% |
| 7D | -6.9% | -0.9% | -6.0% | -6.3% |
| 30D | -31.5% | +1.2% | -32.7% | -31.9% |
| 3M | -36.1% | -8.9% | -27.2% | -33.9% |
| 6M | -57.6% | +23.0% | -80.6% | -61.8% |
| YTD | -50.0% | +41.2% | -91.3% | -57.5% |
| 1Y | -49.6% | +47.5% | -97.1% | -57.9% |
| 3Y | +48.5% | +155.8% | -107.2% | +17.1% |
| All | -43.9% | +119.5% | -163.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling