+54.1%
GD vs FBTC
+42.6%
+11.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.3% |
| 7D | +2.7% | -9.2% | +11.8% | +3.2% |
| 30D | +8.6% | -15.8% | +24.4% | +9.6% |
| 3M | -7.1% | +8.7% | -15.7% | -7.7% |
| 6M | +7.5% | -13.6% | +21.1% | +8.2% |
| YTD | +9.9% | -21.5% | +31.4% | +11.1% |
| 1Y | +7.6% | -29.9% | +37.5% | +9.3% |
| All | +54.1% | +42.6% | +11.6% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3y: compounded portfolio wealth divided by compounded FBTC 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…
3y analysis · Full analysis span regression · 6 months rolling