-22.1%
GIS vs BTDR
+26.7%
-48.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.5% |
| 7D | -8.3% | +22.4% | -30.7% | -7.9% |
| 30D | +2.2% | +16.5% | -14.3% | +2.5% |
| 3M | +15.7% | -31.5% | +47.2% | +15.6% |
| 6M | -12.0% | +74.0% | -86.0% | -11.0% |
| YTD | -15.0% | +13.0% | -28.0% | -14.4% |
| 1Y | -20.1% | -0.2% | -19.9% | -19.5% |
| 3Y | -34.6% | +9.9% | -44.5% | -33.3% |
| 5Y | -22.8% | +28.1% | -51.0% | -19.9% |
| All | -22.1% | +26.7% | -48.8% | -19.1% |
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