+468.7%
BTSG vs FGI
-10.1%
+478.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +3.0% |
| 7D | +5.7% | +5.2% | +0.6% | +5.7% |
| 30D | +0.2% | +65.2% | -65.0% | -0.6% |
| 3M | +5.6% | +30.2% | -24.5% | +4.9% |
| 6M | +50.8% | +87.8% | -37.0% | +48.3% |
| YTD | +67.0% | +32.5% | +34.6% | +65.1% |
| 1Y | +145.5% | +93.6% | +51.9% | +142.0% |
| All | +468.7% | -10.1% | +478.8% | +472.1% |
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