+46.2%
GD vs BTSG
+504.1%
-457.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.1% |
| 7D | -1.9% | +3.8% | -5.7% | -2.2% |
| 30D | +10.9% | +13.7% | -2.8% | +9.6% |
| 3M | -6.8% | +18.0% | -24.7% | -8.3% |
| 6M | +7.0% | +32.2% | -25.2% | +3.6% |
| YTD | +11.1% | +93.6% | -82.4% | +3.3% |
| 1Y | +7.0% | +115.9% | -108.9% | -1.6% |
| All | +46.2% | +504.1% | -457.9% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling