+93.8%
GD vs BTDR
-39.7%
+133.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.3% | -13.9% | -0.8% |
| 7D | -5.0% | -10.4% | +5.4% | -4.9% |
| 30D | +8.9% | -42.2% | +51.1% | +9.7% |
| 3M | -8.0% | -42.8% | +34.8% | -7.5% |
| 6M | +2.9% | -60.2% | +63.1% | +3.8% |
| YTD | +7.1% | -46.3% | +53.4% | +7.2% |
| 1Y | +5.9% | -71.7% | +77.6% | +6.9% |
| 3Y | +53.9% | +54.6% | -0.8% | +48.8% |
| All | +93.8% | -39.7% | +133.6% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling