+62.8%
BTG vs FGI
-66.3%
+129.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.2% | -10.4% | -4.3% |
| 7D | -5.9% | +13.5% | -19.4% | -6.1% |
| 30D | -5.0% | +17.1% | -22.1% | -5.3% |
| 3M | -4.5% | +78.0% | -82.5% | -6.7% |
| 6M | -7.0% | +46.4% | -53.4% | -9.0% |
| YTD | +11.4% | +47.7% | -36.4% | +6.7% |
| 1Y | +20.1% | +56.8% | -36.7% | +14.5% |
| 3Y | +81.5% | +12.3% | +69.2% | +67.6% |
| All | +62.8% | -66.3% | +129.1% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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