+141.3%
BP vs BTG
+74.4%
+67.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.2% |
| 7D | +5.7% | -5.8% | +11.5% | +6.4% |
| 30D | +8.1% | +5.7% | +2.4% | +7.2% |
| 3M | +8.6% | +38.1% | -29.5% | +3.8% |
| 6M | +18.1% | +0.3% | +17.8% | +17.1% |
| YTD | +37.6% | +19.9% | +17.7% | +31.5% |
| 1Y | +39.4% | +24.6% | +14.8% | +30.9% |
| 3Y | +40.1% | +96.6% | -56.5% | +16.4% |
| 5Y | +141.3% | +77.7% | +63.6% | +108.8% |
| All | +141.3% | +74.4% | +67.0% | +108.8% |
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