-7.8%
GFS vs BTDR
-38.4%
+30.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.8% | +12.3% | +0.8% |
| 7D | +17.2% | +15.4% | +1.8% | +15.3% |
| 30D | -8.7% | -33.4% | +24.7% | -5.3% |
| 3M | -19.7% | -32.0% | +12.4% | -17.1% |
| 6M | -40.7% | -52.2% | +11.5% | -37.1% |
| YTD | +22.5% | -45.3% | +67.8% | +27.2% |
| 1Y | +25.2% | -56.0% | +81.2% | +31.5% |
| 3Y | -17.7% | +54.4% | -72.1% | -22.8% |
| 5Y | -23.5% | -38.5% | +15.0% | -32.3% |
| All | -7.8% | -38.4% | +30.6% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling