+78.2%
BTG vs FGI
-69.8%
+148.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -2.9% |
| 7D | +4.8% | +5.2% | -0.3% | +4.7% |
| 30D | +8.3% | +65.2% | -56.9% | +5.9% |
| 3M | +32.3% | +30.2% | +2.1% | +29.9% |
| 6M | +3.0% | +87.8% | -84.9% | -2.1% |
| YTD | +21.9% | +32.5% | -10.5% | +17.1% |
| 1Y | +28.2% | +93.6% | -65.4% | +19.7% |
| 3Y | +99.9% | -2.6% | +102.5% | +85.3% |
| All | +78.2% | -69.8% | +148.0% | +70.3% |
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