+19.6%
BTDR vs GWRE
+25.1%
-5.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -3.4% | -13.2% | +9.8% | -1.2% |
| 30D | +32.6% | -18.6% | +51.2% | +35.7% |
| 3M | -32.2% | +18.9% | -51.1% | -37.6% |
| 6M | +52.4% | -11.0% | +63.3% | +49.4% |
| YTD | +6.7% | -29.9% | +36.6% | +11.1% |
| 1Y | -15.2% | -44.3% | +29.1% | -4.9% |
| 3Y | +14.9% | +51.7% | -36.8% | -0.2% |
| 5Y | +20.8% | +15.4% | +5.4% | +4.7% |
| All | +19.6% | +25.1% | -5.5% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling