+39.1%
BP vs BTG
+99.9%
-60.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +4.0% | +2.4% | +1.6% | +3.9% |
| 30D | +7.8% | +9.5% | -1.6% | +7.2% |
| 3M | +8.4% | +38.5% | -30.1% | +6.1% |
| 6M | +15.1% | +5.6% | +9.4% | +14.7% |
| YTD | +36.4% | +23.9% | +12.5% | +33.0% |
| 1Y | +40.9% | +32.1% | +8.8% | +35.2% |
| All | +39.1% | +99.9% | -60.8% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling