+134.1%
BP vs BTG
+159.3%
-25.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +5.2% | -3.8% | +9.0% | +5.6% |
| 30D | +8.7% | +3.6% | +5.1% | +8.1% |
| 3M | +9.3% | +32.0% | -22.7% | +5.2% |
| 6M | +13.6% | +3.4% | +10.2% | +11.7% |
| YTD | +37.7% | +20.8% | +16.9% | +31.9% |
| 1Y | +40.6% | +22.4% | +18.2% | +33.6% |
| 3Y | +40.3% | +91.7% | -51.4% | +22.5% |
| 5Y | +141.4% | +79.0% | +62.4% | +110.3% |
| All | +134.1% | +159.3% | -25.1% | +90.7% |
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