+61.9%
GM vs BTDR
+15.3%
+46.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.5% | +9.3% | +3.2% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -3.4% | +32.7% | -36.1% | -5.3% |
| 3M | +8.7% | -28.4% | +37.1% | +10.0% |
| 6M | +15.4% | +51.7% | -36.3% | +11.0% |
| YTD | +6.6% | +2.9% | +3.7% | +4.4% |
| 1Y | +51.5% | -15.5% | +67.0% | +47.6% |
| 3Y | +169.3% | 0.0% | +169.3% | +137.8% |
| 5Y | +81.6% | +16.5% | +65.1% | +63.0% |
| All | +61.9% | +15.3% | +46.6% | +43.7% |
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