+61.0%
GM vs BTDR
+19.6%
+41.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | -1.1% | +32.6% | -33.7% | -3.0% |
| 3M | +6.1% | -32.2% | +38.4% | +7.8% |
| 6M | +15.0% | +52.4% | -37.4% | +10.6% |
| YTD | +6.0% | +6.7% | -0.7% | +3.5% |
| 1Y | +47.1% | -15.2% | +62.3% | +43.3% |
| 3Y | +170.5% | +14.9% | +155.6% | +138.0% |
| 5Y | +80.5% | +20.8% | +59.7% | +61.7% |
| All | +61.0% | +19.6% | +41.4% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling