+40.8%
GD vs BTSG
+459.6%
-418.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | -5.0% | +0.4% | -5.4% | -5.0% |
| 30D | +8.9% | +5.3% | +3.7% | +8.4% |
| 3M | -8.0% | +10.8% | -18.9% | -9.0% |
| 6M | +2.9% | +27.3% | -24.4% | -0.1% |
| YTD | +7.1% | +79.3% | -72.2% | +0.2% |
| 1Y | +5.9% | +106.0% | -100.1% | -2.2% |
| All | +40.8% | +459.6% | -418.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling