+768.4%
ALL vs BTG
+336.6%
+431.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +6.0% | +1.8% |
| 7D | 0.0% | -5.9% | +5.9% | +0.1% |
| 30D | +12.8% | -5.0% | +17.8% | +12.9% |
| 3M | +4.7% | -4.5% | +9.1% | +4.7% |
| 6M | +24.9% | -7.0% | +32.0% | +24.9% |
| YTD | +30.0% | +11.4% | +18.6% | +29.1% |
| 1Y | +29.9% | +20.1% | +9.8% | +28.7% |
| 3Y | +117.5% | +81.5% | +36.1% | +111.9% |
| 5Y | +161.7% | +32.1% | +129.5% | +155.9% |
| 10Y | +377.1% | +166.4% | +210.7% | +356.9% |
| All | +768.4% | +336.6% | +431.8% | +647.0% |
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 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