-2.4%
GFS vs BTDR
+24.4%
-26.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.1% |
| 7D | +1.0% | +20.0% | -19.0% | -0.8% |
| 30D | -8.6% | +11.9% | -20.5% | -9.9% |
| 3M | -46.5% | -36.9% | -9.6% | -44.9% |
| 6M | -4.8% | +56.5% | -61.3% | -9.1% |
| YTD | +29.7% | +10.4% | +19.2% | +26.2% |
| 1Y | +35.8% | +3.1% | +32.8% | +31.1% |
| 3Y | -18.3% | -2.6% | -15.7% | -27.2% |
| All | -2.4% | +24.4% | -26.8% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling