+7.7%
BAX vs BTG
+392.0%
-384.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -1.1% | -0.9% | -0.3% | -1.1% |
| 30D | -5.5% | +36.8% | -42.3% | -6.7% |
| 3M | +33.5% | +23.1% | +10.4% | +32.2% |
| 6M | +35.9% | +3.5% | +32.4% | +35.2% |
| YTD | +35.4% | +25.5% | +9.9% | +33.8% |
| 1Y | +9.8% | +40.1% | -30.3% | +8.0% |
| 3Y | -32.7% | +101.1% | -133.8% | -34.9% |
| 5Y | -65.6% | +70.6% | -136.1% | -66.6% |
| 10Y | -34.9% | +152.1% | -187.0% | -37.9% |
| All | +7.7% | +392.0% | -384.3% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling