+26.4%
B vs BTG
+336.6%
-310.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.3% |
| 7D | -6.2% | -5.9% | -0.3% | -3.7% |
| 30D | -6.6% | -5.0% | -1.6% | -4.5% |
| 3M | -7.9% | -4.5% | -3.4% | -5.9% |
| 6M | -16.8% | -7.0% | -9.8% | -14.6% |
| YTD | -11.7% | +11.4% | -23.0% | -16.6% |
| 1Y | +3.5% | +20.1% | -16.7% | -5.4% |
| 3Y | +165.7% | +81.5% | +84.2% | +101.0% |
| 5Y | +108.4% | +32.1% | +76.3% | +78.1% |
| 10Y | +212.7% | +166.4% | +46.3% | +94.5% |
| All | +26.4% | +336.6% | -310.2% | -46.6% |
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