+41.2%
GD vs BTSG
+421.3%
-380.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.1% |
| 7D | -3.5% | +5.7% | -9.2% | -4.0% |
| 30D | -9.0% | +0.2% | -9.3% | -9.1% |
| 3M | +5.1% | +5.6% | -0.6% | +4.0% |
| 6M | -1.0% | +50.8% | -51.8% | -5.6% |
| YTD | +7.3% | +67.0% | -59.7% | +1.2% |
| 1Y | +12.4% | +145.5% | -133.1% | +2.1% |
| All | +41.2% | +421.3% | -380.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BTSG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling