+57.9%
GD vs BTDR
+61.5%
-3.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.5% |
| 7D | -1.9% | -7.4% | +5.5% | -1.8% |
| 30D | +10.9% | -33.4% | +44.4% | +11.5% |
| 3M | -6.8% | -26.3% | +19.5% | -6.6% |
| 6M | +7.0% | -52.4% | +59.4% | +7.7% |
| YTD | +11.1% | -42.8% | +53.9% | +11.1% |
| 1Y | +7.0% | -63.7% | +70.7% | +7.7% |
| All | +57.9% | +61.5% | -3.5% | +51.0% |
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