+26.7%
BTDR vs GRMN
+100.5%
-73.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +22.4% | +0.2% | +22.2% | +22.3% |
| 30D | +16.5% | -11.3% | +27.8% | +21.5% |
| 3M | -31.5% | +17.7% | -49.2% | -36.9% |
| 6M | +74.0% | +14.2% | +59.9% | +63.3% |
| YTD | +13.0% | +37.0% | -24.0% | -1.7% |
| 1Y | -0.2% | +17.0% | -17.2% | -7.7% |
| 3Y | +9.9% | +183.2% | -173.3% | -11.5% |
| 5Y | +28.1% | +77.3% | -49.2% | +3.0% |
| All | +26.7% | +100.5% | -73.8% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling