-69.4%
BTDR vs GSK
+14.9%
-84.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.7% | -3.7% |
| 7D | -17.6% | +4.9% | -22.5% | -15.8% |
| 30D | -40.3% | +9.9% | -50.1% | -38.1% |
| 3M | -42.6% | +0.2% | -42.8% | -41.6% |
| 6M | -46.3% | +2.3% | -48.6% | -45.4% |
| YTD | -41.7% | +7.1% | -48.8% | -33.6% |
| 1Y | -69.4% | +13.1% | -82.5% | -62.7% |
| All | -69.4% | +14.9% | -84.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling