+405.7%
AG vs BTG
+385.9%
+19.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.0% |
| 7D | -0.1% | +2.4% | -2.5% | -1.8% |
| 30D | +12.5% | +9.5% | +3.0% | +5.9% |
| 3M | +28.2% | +38.5% | -10.3% | +2.0% |
| 6M | -18.8% | +5.6% | -24.5% | -22.0% |
| YTD | +27.4% | +23.9% | +3.5% | +11.5% |
| 1Y | +132.2% | +32.1% | +100.1% | +96.4% |
| 3Y | +286.9% | +103.2% | +183.7% | +152.4% |
| 5Y | +72.8% | +79.7% | -6.9% | +28.4% |
| 10Y | +74.6% | +159.1% | -84.5% | +10.9% |
| All | +405.7% | +385.9% | +19.8% | +6.2% |
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