-69.4%
BTDR vs GWRE
-24.5%
-44.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.9% | -11.6% | -4.8% |
| 7D | -17.6% | +2.2% | -19.8% | -17.2% |
| 30D | -40.3% | +4.5% | -44.8% | -39.9% |
| 3M | -42.6% | +6.4% | -49.0% | -41.7% |
| 6M | -46.3% | +18.8% | -65.1% | -44.6% |
| YTD | -41.7% | -15.1% | -26.6% | -45.6% |
| 1Y | -69.4% | -23.4% | -46.0% | -71.5% |
| All | -69.4% | -24.5% | -44.9% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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