+371.6%
ALL vs BTG
+164.8%
+206.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +5.0% | -9.1% | +14.1% | +5.2% |
| 30D | +13.3% | -1.6% | +14.9% | +13.3% |
| 3M | +3.2% | -2.8% | +6.0% | +3.1% |
| 6M | +25.3% | -7.6% | +32.9% | +25.4% |
| YTD | +30.5% | +10.2% | +20.2% | +29.2% |
| 1Y | +29.2% | +21.3% | +7.9% | +27.4% |
| 3Y | +119.1% | +82.7% | +36.4% | +109.8% |
| 5Y | +162.6% | +30.8% | +131.8% | +153.1% |
| All | +371.6% | +164.8% | +206.8% | +364.0% |
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