+10.8%
BTDR vs GTLB
-10.3%
+21.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -7.4% |
| 7D | -3.2% | -4.1% | +0.9% | -1.6% |
| 30D | +32.7% | +12.3% | +20.4% | +25.2% |
| 3M | -28.4% | +65.9% | -94.3% | -44.3% |
| 6M | +51.7% | +104.0% | -52.3% | +3.3% |
| YTD | +2.9% | +26.0% | -23.2% | -11.6% |
| 1Y | -15.5% | -3.5% | -12.0% | -17.4% |
| All | +10.8% | -10.3% | +21.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling