+71.4%
BG vs BTG
+373.5%
-302.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.1% | -3.8% | +6.9% | +3.4% |
| 30D | +10.2% | +3.6% | +6.6% | +9.8% |
| 3M | -1.7% | +32.0% | -33.7% | -4.2% |
| 6M | +1.0% | +3.4% | -2.4% | -0.1% |
| YTD | +39.9% | +20.8% | +19.1% | +36.4% |
| 1Y | +53.2% | +22.4% | +30.8% | +48.9% |
| 3Y | +16.3% | +91.7% | -75.4% | +7.8% |
| 5Y | +83.9% | +79.0% | +4.9% | +69.9% |
| 10Y | +165.1% | +152.6% | +12.6% | +130.1% |
| All | +71.4% | +373.5% | -302.1% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling