+71.4%
BTI vs BTG
+159.3%
-87.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -0.2% | -3.8% | +3.6% | +0.1% |
| 30D | -1.1% | +3.6% | -4.7% | -1.4% |
| 3M | -8.8% | +32.0% | -40.8% | -10.9% |
| 6M | -4.0% | +3.4% | -7.3% | -4.8% |
| YTD | +0.4% | +20.8% | -20.4% | -2.1% |
| 1Y | +1.9% | +22.4% | -20.5% | -1.1% |
| 3Y | +108.5% | +91.7% | +16.8% | +92.2% |
| 5Y | +118.5% | +79.0% | +39.5% | +100.6% |
| All | +71.4% | +159.3% | -87.8% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling