+39.4%
GM vs BTDR
-69.9%
+109.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.6% | +10.3% | +5.0% |
| 7D | +12.1% | -17.6% | +29.6% | +13.3% |
| 30D | +15.2% | -40.3% | +55.5% | +18.9% |
| 3M | +4.9% | -42.6% | +47.5% | +7.8% |
| 6M | +22.6% | -46.3% | +68.9% | +25.6% |
| YTD | +14.4% | -41.7% | +56.2% | +15.1% |
| 1Y | +39.4% | -69.4% | +108.8% | +43.5% |
| All | +39.4% | -69.9% | +109.3% | +43.5% |
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