+433.9%
BTSG vs GNRC
+62.7%
+371.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +0.7% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -1.6% | -15.7% | +14.1% | +2.5% |
| 3M | -6.9% | -27.3% | +20.4% | 0.0% |
| 6M | +42.1% | -12.1% | +54.2% | +43.9% |
| YTD | +56.8% | +37.1% | +19.7% | +38.5% |
| 1Y | +109.8% | -0.5% | +110.3% | +102.1% |
| All | +433.9% | +62.7% | +371.2% | +326.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling