+116.1%
ALL vs BTG
+75.0%
+41.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | -5.6% | +9.5% | -15.1% | -5.8% |
| 3M | +17.2% | +38.5% | -21.3% | +16.2% |
| 6M | +23.2% | +5.6% | +17.6% | +23.3% |
| YTD | +23.6% | +23.9% | -0.3% | +22.1% |
| 1Y | +29.2% | +32.1% | -3.0% | +26.5% |
| 3Y | +153.8% | +103.2% | +50.6% | +137.1% |
| 5Y | +116.1% | +79.7% | +36.4% | +105.6% |
| All | +116.1% | +75.0% | +41.0% | +105.6% |
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