+19.4%
BRO vs BTG
+78.0%
-58.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -7.3% | -3.8% | -3.6% | -7.2% |
| 30D | -6.9% | +3.6% | -10.5% | -7.0% |
| 3M | +10.7% | +32.0% | -21.4% | +9.7% |
| 6M | -2.7% | +3.4% | -6.1% | -2.8% |
| YTD | -16.3% | +20.8% | -37.1% | -17.7% |
| 1Y | -29.1% | +22.4% | -51.5% | -30.7% |
| 3Y | -7.8% | +91.7% | -99.5% | -14.4% |
| All | +19.4% | +78.0% | -58.6% | +11.1% |
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