+46.9%
BB vs BTG
+94.8%
-47.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -0.4% | -3.8% | +3.4% | +0.4% |
| 30D | -12.5% | +3.6% | -16.2% | -13.4% |
| 3M | -17.4% | +32.0% | -49.5% | -23.4% |
| 6M | +119.1% | +3.4% | +115.8% | +113.5% |
| YTD | +102.4% | +20.8% | +81.6% | +85.9% |
| 1Y | +98.2% | +22.4% | +75.8% | +77.8% |
| 3Y | +46.9% | +91.7% | -44.8% | +4.8% |
| All | +46.9% | +94.8% | -47.9% | +4.8% |
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