+81.2%
BG vs BTG
+78.0%
+3.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.1% | -3.8% | +6.9% | +3.5% |
| 30D | +10.2% | +3.6% | +6.6% | +9.6% |
| 3M | -1.7% | +32.0% | -33.7% | -5.1% |
| 6M | +1.0% | +3.4% | -2.4% | -0.3% |
| YTD | +39.9% | +20.8% | +19.1% | +34.9% |
| 1Y | +53.2% | +22.4% | +30.8% | +47.1% |
| 3Y | +16.3% | +91.7% | -75.4% | +3.4% |
| All | +81.2% | +78.0% | +3.2% | +66.6% |
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