+27.6%
BTDR vs GTLB
-50.0%
+77.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +3.3% |
| 7D | +22.4% | +4.6% | +17.8% | +21.4% |
| 30D | +16.5% | +21.0% | -4.5% | +12.2% |
| 3M | -31.5% | +51.7% | -83.2% | -36.7% |
| 6M | +74.0% | +89.3% | -15.2% | +52.9% |
| YTD | +13.0% | +25.6% | -12.6% | +6.4% |
| 1Y | -0.2% | -1.5% | +1.3% | -2.3% |
| 3Y | +9.9% | -9.9% | +19.8% | +10.0% |
| All | +27.6% | -50.0% | +77.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling