+102.6%
GD vs BTDR
+26.7%
+75.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.8% |
| 7D | -3.5% | +22.4% | -25.9% | -3.8% |
| 30D | -9.0% | +16.5% | -25.5% | -9.3% |
| 3M | +5.1% | -31.5% | +36.5% | +5.5% |
| 6M | -1.0% | +74.0% | -75.1% | -2.4% |
| YTD | +7.3% | +13.0% | -5.7% | +6.5% |
| 1Y | +12.4% | -0.2% | +12.7% | +11.4% |
| 3Y | +73.7% | +9.9% | +63.8% | +67.6% |
| 5Y | +93.8% | +28.1% | +65.6% | +90.4% |
| All | +102.6% | +26.7% | +75.9% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling