+32.9%
A vs BTG
+94.8%
-61.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -2.6% | -3.8% | +1.1% | -2.3% |
| 30D | -0.9% | +3.6% | -4.5% | -1.3% |
| 3M | +13.6% | +32.0% | -18.4% | +10.5% |
| 6M | +27.8% | +3.4% | +24.5% | +26.5% |
| YTD | +8.6% | +20.8% | -12.2% | +5.4% |
| 1Y | +16.9% | +22.4% | -5.5% | +12.5% |
| 3Y | +32.9% | +91.7% | -58.8% | +17.9% |
| All | +32.9% | +94.8% | -61.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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