+145.9%
AR vs BTG
+75.0%
+70.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | -1.3% | -5.5% | +4.1% | -0.4% |
| 30D | +3.5% | +6.1% | -2.6% | +2.2% |
| 3M | +9.9% | +38.6% | -28.7% | +2.3% |
| 6M | +4.5% | +0.7% | +3.9% | +2.7% |
| YTD | +13.7% | +20.3% | -6.7% | +4.7% |
| 1Y | +19.2% | +25.0% | -5.8% | +6.8% |
| 3Y | +46.2% | +97.3% | -51.1% | +6.8% |
| 5Y | +145.9% | +78.3% | +67.6% | +95.0% |
| All | +145.9% | +75.0% | +70.9% | +95.0% |
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 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