+777.8%
BLK vs BTG
+373.5%
+404.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.3% | -3.8% | +0.4% | -3.1% |
| 30D | -6.5% | +3.6% | -10.2% | -6.8% |
| 3M | +6.7% | +32.0% | -25.3% | +4.5% |
| 6M | +14.7% | +3.4% | +11.4% | +13.8% |
| YTD | +2.5% | +20.8% | -18.3% | +0.4% |
| 1Y | -2.8% | +22.4% | -25.2% | -5.0% |
| 3Y | +65.9% | +91.7% | -25.9% | +56.0% |
| 5Y | +33.0% | +79.0% | -46.0% | +24.8% |
| 10Y | +281.2% | +152.6% | +128.6% | +244.0% |
| All | +777.8% | +373.5% | +404.3% | +599.3% |
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