+60.9%
AG vs BTG
+77.4%
-16.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -2.1% |
| 7D | -5.8% | -5.5% | -0.3% | -0.5% |
| 30D | +6.4% | +6.1% | +0.3% | +0.4% |
| 3M | +28.4% | +38.6% | -10.3% | -9.0% |
| 6M | -24.5% | +0.7% | -25.1% | -26.8% |
| YTD | +21.2% | +20.3% | +0.8% | -1.4% |
| 1Y | +114.1% | +25.0% | +89.0% | +67.3% |
| 3Y | +268.0% | +97.3% | +170.7% | +77.4% |
| All | +60.9% | +77.4% | -16.5% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling