+117.9%
BTSG vs GNRC
+17.5%
+100.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.5% | +9.5% | +1.1% |
| 7D | +17.4% | -6.0% | +23.4% | +18.1% |
| 30D | +12.6% | -12.0% | +24.6% | +14.2% |
| 3M | +11.2% | -13.4% | +24.6% | +13.5% |
| 6M | +30.4% | -26.4% | +56.7% | +36.4% |
| YTD | +86.4% | +38.8% | +47.6% | +75.7% |
| 1Y | +117.9% | +20.9% | +97.0% | +108.9% |
| All | +117.9% | +17.5% | +100.4% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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