+5.4%
B vs BTG
+17.5%
-12.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -7.3% | -9.1% | +1.8% | -1.7% |
| 30D | -3.3% | -1.6% | -1.7% | -2.5% |
| 3M | -7.8% | -2.8% | -5.0% | -6.2% |
| 6M | -15.5% | -7.6% | -7.9% | -12.3% |
| YTD | -12.3% | +10.2% | -22.5% | -19.0% |
| 1Y | +5.4% | +21.3% | -15.9% | -9.1% |
| All | +5.4% | +17.5% | -12.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling