-2.7%
GFS vs BTDR
+27.3%
-30.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | +2.6% | +22.4% | -19.8% | +0.6% |
| 30D | -16.4% | +16.5% | -32.8% | -17.9% |
| 3M | -41.6% | -31.5% | -10.1% | -40.2% |
| 6M | -3.7% | +74.0% | -77.7% | -8.7% |
| YTD | +29.3% | +13.0% | +16.3% | +25.6% |
| 1Y | +37.1% | -0.2% | +37.4% | +32.6% |
| 3Y | -22.1% | +9.9% | -32.0% | -30.8% |
| All | -2.7% | +27.3% | -30.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling