+264.1%
AG vs BTG
+94.1%
+170.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -2.2% |
| 7D | -5.8% | -5.5% | -0.3% | -0.8% |
| 30D | +6.4% | +6.1% | +0.3% | +0.6% |
| 3M | +28.4% | +38.6% | -10.3% | -7.5% |
| 6M | -24.5% | +0.7% | -25.1% | -26.3% |
| YTD | +21.2% | +20.3% | +0.8% | +0.2% |
| 1Y | +114.1% | +25.0% | +89.0% | +70.8% |
| All | +264.1% | +94.1% | +170.0% | +89.8% |
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