+24.4%
GH vs BTDR
+20.7%
+3.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.8% | -1.5% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | -4.7% | +32.6% | -37.3% | -8.0% |
| 3M | +20.2% | -32.2% | +52.5% | +23.6% |
| 6M | +78.8% | +52.4% | +26.4% | +66.3% |
| YTD | +54.1% | +6.7% | +47.4% | +47.7% |
| 1Y | +177.1% | -15.2% | +192.3% | +165.6% |
| 3Y | +371.6% | +14.9% | +356.7% | +287.7% |
| All | +24.4% | +20.7% | +3.8% | -2.9% |
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