+7.6%
GD vs BTSG
+112.2%
-104.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.7% | +6.0% | -3.4% | +2.2% |
| 30D | +8.6% | +12.4% | -3.8% | +7.7% |
| 3M | -7.1% | +18.2% | -25.3% | -8.2% |
| 6M | +7.5% | +26.0% | -18.6% | +4.5% |
| YTD | +9.9% | +90.1% | -80.2% | +1.6% |
| 1Y | +7.6% | +124.3% | -116.7% | -0.2% |
| All | +7.6% | +112.2% | -104.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling