+1,000.1%
BR vs BTG
+385.9%
+614.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -5.0% | +2.4% | -7.4% | -5.1% |
| 30D | -2.5% | +9.5% | -11.9% | -2.8% |
| 3M | +13.5% | +38.5% | -25.0% | +12.0% |
| 6M | -9.4% | +5.6% | -15.1% | -9.9% |
| YTD | -23.3% | +23.9% | -47.2% | -24.4% |
| 1Y | -31.6% | +32.1% | -63.7% | -32.9% |
| 3Y | -5.1% | +103.2% | -108.3% | -9.0% |
| 5Y | +8.2% | +79.7% | -71.5% | +3.7% |
| 10Y | +189.8% | +159.1% | +30.7% | +170.7% |
| All | +1,000.1% | +385.9% | +614.3% | +765.5% |
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