+384.7%
AGI vs BTG
+78.0%
+306.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -2.7% | -3.8% | +1.0% | -0.1% |
| 30D | +7.2% | +3.6% | +3.6% | +4.7% |
| 3M | +4.3% | +32.0% | -27.8% | -15.4% |
| 6M | -27.1% | +3.4% | -30.5% | -30.2% |
| YTD | -6.6% | +20.8% | -27.4% | -20.2% |
| 1Y | +9.5% | +22.4% | -12.9% | -8.2% |
| 3Y | +208.4% | +91.7% | +116.7% | +76.1% |
| All | +384.7% | +78.0% | +306.7% | +195.7% |
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