+187.0%
BR vs BTG
+159.3%
+27.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.0% | -3.8% | +0.8% | -2.8% |
| 30D | -0.3% | +3.6% | -3.9% | -0.5% |
| 3M | +17.3% | +32.0% | -14.7% | +15.7% |
| 6M | -6.7% | +3.4% | -10.1% | -7.1% |
| YTD | -23.4% | +20.8% | -44.2% | -24.7% |
| 1Y | -32.7% | +22.4% | -55.1% | -34.0% |
| 3Y | -5.9% | +91.7% | -97.6% | -11.1% |
| 5Y | +8.4% | +79.0% | -70.6% | +2.5% |
| All | +187.0% | +159.3% | +27.7% | +173.6% |
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