+534.6%
A vs BTG
+378.0%
+156.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.5% |
| 7D | -2.1% | +4.8% | -6.9% | -2.3% |
| 30D | +0.6% | +8.3% | -7.7% | +0.1% |
| 3M | +10.9% | +32.3% | -21.4% | +8.7% |
| 6M | +28.2% | +3.0% | +25.2% | +27.3% |
| YTD | +8.6% | +21.9% | -13.3% | +6.4% |
| 1Y | +15.5% | +28.2% | -12.6% | +12.6% |
| 3Y | +31.8% | +99.9% | -68.1% | +23.9% |
| 5Y | -14.9% | +73.6% | -88.4% | -19.8% |
| 10Y | +237.8% | +136.5% | +101.3% | +206.0% |
| All | +534.6% | +378.0% | +156.6% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling