-17.4%
GIS vs BTDR
-69.9%
+52.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.6% | +10.8% | +4.9% |
| 7D | +8.5% | -17.6% | +26.0% | +7.5% |
| 30D | +15.3% | -40.3% | +55.6% | +12.8% |
| 3M | +0.9% | -42.6% | +43.6% | -1.2% |
| 6M | +7.9% | -46.3% | +54.2% | +5.5% |
| YTD | -17.6% | -41.7% | +24.2% | -18.8% |
| 1Y | -17.4% | -69.4% | +52.0% | -19.3% |
| All | -17.4% | -69.9% | +52.5% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling