-19.0%
BAX vs BTG
+82.1%
-101.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.1% | -9.1% | +9.2% | +1.3% |
| 30D | +4.1% | -1.6% | +5.7% | +4.1% |
| 3M | -4.5% | -2.8% | -1.7% | -4.6% |
| 6M | +49.2% | -7.6% | +56.8% | +49.3% |
| YTD | +35.2% | +10.2% | +25.0% | +31.9% |
| 1Y | +38.3% | +21.3% | +17.0% | +33.5% |
| 3Y | -19.0% | +82.7% | -101.7% | -27.3% |
| All | -19.0% | +82.1% | -101.1% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling