-52.3%
GPN vs BTDR
+23.3%
-75.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.6% |
| 7D | -6.2% | +14.8% | -21.0% | -6.9% |
| 30D | +1.0% | +41.8% | -40.8% | -0.9% |
| 3M | +36.9% | -29.2% | +66.1% | +38.3% |
| 6M | +16.8% | +66.2% | -49.4% | +11.9% |
| YTD | +13.2% | +10.0% | +3.2% | +10.4% |
| 1Y | +1.4% | -11.0% | +12.4% | -1.1% |
| 3Y | -28.6% | +6.9% | -35.6% | -34.5% |
| 5Y | -47.0% | +24.7% | -71.7% | -51.5% |
| All | -52.3% | +23.3% | -75.6% | -57.1% |
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