+43.5%
GH vs BTDR
+26.7%
+16.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -2.1% | +22.4% | -24.5% | -4.4% |
| 30D | -4.5% | +16.5% | -20.9% | -6.6% |
| 3M | +28.9% | -31.5% | +60.4% | +32.2% |
| 6M | +76.5% | +74.0% | +2.5% | +61.8% |
| YTD | +57.6% | +13.0% | +44.6% | +50.1% |
| 1Y | +167.5% | -0.2% | +167.8% | +151.7% |
| 3Y | +377.4% | +9.9% | +367.5% | +290.8% |
| 5Y | +23.8% | +28.1% | -4.3% | -7.4% |
| All | +43.5% | +26.7% | +16.8% | +8.6% |
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