+3.1%
BTDR vs GWRE
-25.4%
+28.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -19.9% | +23.9% | +2.3% |
| 7D | +20.0% | -21.1% | +41.1% | +17.8% |
| 30D | +11.9% | +1.3% | +10.6% | +12.3% |
| 3M | -36.9% | +7.4% | -44.4% | -36.9% |
| 6M | +56.5% | +5.6% | +50.9% | +57.8% |
| YTD | +10.4% | -19.2% | +29.6% | +14.7% |
| 1Y | +3.1% | -25.1% | +28.2% | +11.7% |
| All | +3.1% | -25.4% | +28.5% | +11.7% |
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