+70.8%
GD vs BTDR
-2.0%
+72.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | -5.3% | +20.0% | -25.2% | -5.5% |
| 30D | -6.4% | +11.9% | -18.4% | -6.7% |
| 3M | +5.7% | -36.9% | +42.6% | +6.3% |
| 6M | -0.9% | +56.5% | -57.5% | -2.3% |
| YTD | +8.2% | +10.4% | -2.3% | +7.3% |
| 1Y | +13.4% | +3.1% | +10.3% | +12.3% |
| All | +70.8% | -2.0% | +72.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling