+343.9%
AU vs BTG
+371.8%
-27.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.9% |
| 7D | -7.0% | -5.5% | -1.5% | -4.4% |
| 30D | +7.3% | +6.1% | +1.2% | +4.4% |
| 3M | +33.2% | +38.6% | -5.4% | +13.5% |
| 6M | -0.6% | +0.7% | -1.3% | -0.7% |
| YTD | +26.2% | +20.3% | +5.8% | +16.1% |
| 1Y | +68.3% | +25.0% | +43.2% | +52.0% |
| 3Y | +592.1% | +97.3% | +494.8% | +402.8% |
| 5Y | +685.3% | +78.3% | +606.9% | +505.6% |
| 10Y | +682.5% | +151.6% | +530.9% | +435.5% |
| All | +343.9% | +371.8% | -27.9% | +78.9% |
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