+426.2%
BTSG vs GNRC
+58.1%
+368.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.1% | -6.0% |
| 7D | -5.8% | -0.7% | -5.0% | -5.6% |
| 30D | 0.0% | -15.8% | +15.8% | +4.2% |
| 3M | -4.5% | -24.0% | +19.5% | +1.4% |
| 6M | +40.0% | -13.8% | +53.8% | +42.5% |
| YTD | +54.6% | +33.2% | +21.3% | +37.5% |
| 1Y | +106.1% | -1.8% | +107.9% | +98.9% |
| All | +426.2% | +58.1% | +368.1% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling