+18.7%
BTGD vs SPY
+32.8%
-14.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -2.9% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | -12.7% | -3.3% | -9.4% | -8.0% |
| 3M | +2.9% | -2.4% | +5.3% | +7.3% |
| 6M | -27.6% | +2.6% | -30.2% | -29.1% |
| YTD | -32.1% | +11.2% | -43.3% | -39.4% |
| 1Y | -39.4% | +13.4% | -52.8% | -46.9% |
| All | +18.7% | +32.8% | -14.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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