-67.0%
BAX vs BTG
+75.0%
-142.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.5% |
| 7D | -5.4% | -5.5% | 0.0% | -4.7% |
| 30D | -12.4% | +6.1% | -18.5% | -13.2% |
| 3M | +19.1% | +38.6% | -19.5% | +13.3% |
| 6M | +38.6% | +0.7% | +37.9% | +36.7% |
| YTD | +26.7% | +20.3% | +6.4% | +22.2% |
| 1Y | +1.0% | +25.0% | -24.0% | -3.5% |
| 3Y | -33.9% | +97.3% | -131.2% | -42.0% |
| 5Y | -67.0% | +78.3% | -145.4% | -70.5% |
| All | -67.0% | +75.0% | -142.0% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling