+102.6%
BB vs BTG
+38.4%
+64.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -5.6% | -0.9% | -4.8% | -5.6% |
| 30D | -11.8% | +36.8% | -48.6% | -15.5% |
| 3M | -25.5% | +23.1% | -48.6% | -27.8% |
| 6M | +121.3% | +3.5% | +117.8% | +116.2% |
| YTD | +103.2% | +25.5% | +77.7% | +93.3% |
| 1Y | +102.6% | +40.1% | +62.5% | +84.1% |
| All | +102.6% | +38.4% | +64.3% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling