+74.6%
BA vs BTG
+147.2%
-72.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -1.2% | +2.4% | -3.6% | -1.5% |
| 30D | -11.3% | +9.5% | -20.8% | -12.5% |
| 3M | -3.8% | +38.5% | -42.3% | -8.1% |
| 6M | -8.3% | +5.6% | -13.9% | -9.8% |
| YTD | -4.9% | +23.9% | -28.9% | -8.7% |
| 1Y | -10.1% | +32.1% | -42.2% | -14.8% |
| 3Y | -2.3% | +103.2% | -105.5% | -13.6% |
| 5Y | -3.5% | +79.7% | -83.2% | -14.2% |
| 10Y | +74.6% | +159.1% | -84.6% | +51.0% |
| All | +74.6% | +147.2% | -72.7% | +51.0% |
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 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