+57.7%
GEV vs BTDR
-4.8%
+62.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.5% |
| 7D | +3.3% | +20.0% | -16.7% | +0.9% |
| 30D | -7.5% | +11.9% | -19.4% | -9.4% |
| 3M | -2.2% | -36.9% | +34.8% | +0.6% |
| 6M | +12.1% | +56.5% | -44.4% | +5.0% |
| YTD | +44.4% | +10.4% | +34.0% | +37.7% |
| 1Y | +57.7% | +3.1% | +54.6% | +52.0% |
| All | +57.7% | -4.8% | +62.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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