-33.4%
BAX vs BTG
+99.9%
-133.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.1% |
| 7D | -5.1% | +2.4% | -7.5% | -5.4% |
| 30D | -12.2% | +9.5% | -21.7% | -13.3% |
| 3M | +21.8% | +38.5% | -16.7% | +16.1% |
| 6M | +36.3% | +5.6% | +30.7% | +33.5% |
| YTD | +27.8% | +23.9% | +3.9% | +23.4% |
| 1Y | -0.1% | +32.1% | -32.2% | -4.5% |
| All | -33.4% | +99.9% | -133.3% | -40.3% |
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