-27.1%
GPN vs BTDR
+4.4%
-31.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.5% |
| 7D | -4.6% | -3.4% | -1.2% | -4.4% |
| 30D | -0.3% | +32.6% | -32.9% | -2.2% |
| 3M | +35.4% | -32.2% | +67.7% | +37.6% |
| 6M | +21.7% | +52.4% | -30.7% | +15.8% |
| YTD | +14.9% | +6.7% | +8.2% | +11.3% |
| 1Y | +3.2% | -15.2% | +18.4% | +0.1% |
| 3Y | -27.1% | +14.9% | -42.0% | -36.0% |
| All | -27.1% | +4.4% | -31.5% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling