-39.3%
BAX vs BTG
+159.3%
-198.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | -7.9% | -3.8% | -4.1% | -7.6% |
| 30D | -11.7% | +3.6% | -15.3% | -12.0% |
| 3M | +16.2% | +32.0% | -15.8% | +13.5% |
| 6M | +32.0% | +3.4% | +28.6% | +30.7% |
| YTD | +24.7% | +20.8% | +3.9% | +22.3% |
| 1Y | -2.6% | +22.4% | -25.0% | -4.8% |
| 3Y | -35.0% | +91.7% | -126.7% | -38.8% |
| 5Y | -67.6% | +79.0% | -146.6% | -69.5% |
| All | -39.3% | +159.3% | -198.6% | -42.5% |
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