+61.6%
AG vs BTG
+159.3%
-97.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.3% |
| 7D | -6.7% | -3.8% | -3.0% | -3.4% |
| 30D | +2.2% | +3.6% | -1.5% | -1.1% |
| 3M | +15.7% | +32.0% | -16.3% | -12.2% |
| 6M | -23.8% | +3.4% | -27.2% | -27.7% |
| YTD | +17.6% | +20.8% | -3.1% | -2.5% |
| 1Y | +88.6% | +22.4% | +66.2% | +54.5% |
| 3Y | +253.4% | +91.7% | +161.7% | +92.0% |
| 5Y | +62.4% | +79.0% | -16.6% | -2.9% |
| All | +61.6% | +159.3% | -97.6% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling