+20.4%
BTDR vs GTLB
-50.1%
+70.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -3.4% | -5.7% | +2.3% | -2.5% |
| 30D | +32.6% | +15.1% | +17.5% | +29.1% |
| 3M | -32.2% | +65.5% | -97.7% | -38.4% |
| 6M | +52.4% | +102.9% | -50.5% | +32.2% |
| YTD | +6.7% | +25.2% | -18.5% | +0.5% |
| 1Y | -15.2% | -5.5% | -9.7% | -16.5% |
| 3Y | +14.9% | -10.9% | +25.8% | +15.1% |
| All | +20.4% | -50.1% | +70.6% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling