+107.2%
GD vs BTDR
-38.7%
+145.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.8% | +11.7% | -0.9% |
| 7D | +1.9% | +15.4% | -13.6% | +1.6% |
| 30D | +9.2% | -33.4% | +42.7% | +9.7% |
| 3M | -7.5% | -32.0% | +24.6% | -7.2% |
| 6M | +5.8% | -52.2% | +58.0% | +6.3% |
| YTD | +9.8% | -45.3% | +55.1% | +9.9% |
| 1Y | +5.8% | -56.0% | +61.8% | +6.1% |
| 3Y | +58.0% | +54.4% | +3.6% | +53.0% |
| 5Y | +100.4% | -38.5% | +138.9% | +97.9% |
| All | +107.2% | -38.7% | +145.9% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling