-27.6%
BB vs BTG
+75.0%
-102.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -2.1% | -5.5% | +3.4% | -0.6% |
| 30D | -16.0% | +6.1% | -22.1% | -17.6% |
| 3M | -14.5% | +38.6% | -53.2% | -22.9% |
| 6M | +118.6% | +0.7% | +117.9% | +113.2% |
| YTD | +98.9% | +20.3% | +78.6% | +80.5% |
| 1Y | +99.5% | +25.0% | +74.4% | +75.2% |
| 3Y | +65.4% | +97.3% | -32.0% | +17.4% |
| 5Y | -27.6% | +78.3% | -106.0% | -48.4% |
| All | -27.6% | +75.0% | -102.6% | -48.4% |
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