+672.3%
AU vs BTG
+159.3%
+513.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -4.3% | -3.8% | -0.5% | -1.5% |
| 30D | +7.3% | +3.6% | +3.7% | +4.6% |
| 3M | +26.3% | +32.0% | -5.7% | +2.0% |
| 6M | +1.8% | +3.4% | -1.6% | -1.9% |
| YTD | +26.8% | +20.8% | +6.0% | +8.8% |
| 1Y | +66.7% | +22.4% | +44.3% | +40.5% |
| 3Y | +579.1% | +91.7% | +487.4% | +298.1% |
| 5Y | +689.3% | +79.0% | +610.3% | +381.0% |
| All | +672.3% | +159.3% | +513.0% | +266.5% |
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