-69.4%
BTDR vs GTLB
+6.1%
-75.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -17.6% | -9.7% | -7.9% | -16.1% |
| 30D | -40.3% | +1.7% | -41.9% | -40.2% |
| 3M | -42.6% | +43.6% | -86.2% | -45.9% |
| 6M | -46.3% | +113.0% | -159.3% | -53.2% |
| YTD | -41.7% | +39.5% | -81.3% | -45.4% |
| 1Y | -69.4% | +12.6% | -82.0% | -71.4% |
| All | -69.4% | +6.1% | -75.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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