+0.9%
BB vs BTG
+159.3%
-158.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | -0.4% | -3.8% | +3.4% | 0.0% |
| 30D | -12.5% | +3.6% | -16.2% | -13.0% |
| 3M | -17.4% | +32.0% | -49.5% | -20.5% |
| 6M | +119.1% | +3.4% | +115.8% | +116.1% |
| YTD | +102.4% | +20.8% | +81.6% | +95.0% |
| 1Y | +98.2% | +22.4% | +75.8% | +89.8% |
| 3Y | +46.9% | +91.7% | -44.8% | +32.1% |
| 5Y | -26.4% | +79.0% | -105.4% | -33.4% |
| All | +0.9% | +159.3% | -158.4% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling