+44.4%
GD vs BTSG
+495.4%
-451.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +1.9% | +8.5% | -6.6% | +1.2% |
| 30D | +9.2% | +14.0% | -4.8% | +7.9% |
| 3M | -7.5% | +19.7% | -27.2% | -9.1% |
| 6M | +5.8% | +28.7% | -23.0% | +2.7% |
| YTD | +9.8% | +90.8% | -81.0% | +2.2% |
| 1Y | +5.8% | +112.4% | -106.6% | -2.6% |
| All | +44.4% | +495.4% | -451.0% | +21.3% |
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