-19.9%
GFS vs BTDR
+0.5%
-20.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.1% |
| 7D | +1.0% | +20.0% | -19.0% | -1.1% |
| 30D | -8.6% | +11.9% | -20.5% | -10.1% |
| 3M | -46.5% | -36.9% | -9.6% | -44.6% |
| 6M | -4.8% | +56.5% | -61.3% | -10.0% |
| YTD | +29.7% | +10.4% | +19.2% | +25.5% |
| 1Y | +35.8% | +3.1% | +32.8% | +29.9% |
| All | -19.9% | +0.5% | -20.4% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling