+14.9%
BTDR vs GWRE
+50.1%
-35.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -3.4% | -13.2% | +9.8% | -0.5% |
| 30D | +32.6% | -18.6% | +51.2% | +36.6% |
| 3M | -32.2% | +18.9% | -51.1% | -40.2% |
| 6M | +52.4% | -11.0% | +63.3% | +48.2% |
| YTD | +6.7% | -29.9% | +36.6% | +15.6% |
| 1Y | -15.2% | -44.3% | +29.1% | +5.4% |
| 3Y | +14.9% | +51.7% | -36.8% | -47.7% |
| All | +14.9% | +50.1% | -35.2% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling