+56.7%
BDX vs BTG
+159.3%
-102.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -3.2% | -3.8% | +0.6% | -2.9% |
| 30D | -2.5% | +3.6% | -6.2% | -2.8% |
| 3M | +21.4% | +32.0% | -10.6% | +19.2% |
| 6M | +10.4% | +3.4% | +7.1% | +9.7% |
| YTD | +18.8% | +20.8% | -1.9% | +16.7% |
| 1Y | +21.7% | +22.4% | -0.7% | +19.2% |
| 3Y | -10.0% | +91.7% | -101.7% | -14.7% |
| 5Y | -1.8% | +79.0% | -80.8% | -7.1% |
| All | +56.7% | +159.3% | -102.6% | +49.8% |
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 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