+115.9%
BTSG vs FGI
+45.2%
+70.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +5.0% | +4.8% |
| 7D | +3.8% | -4.1% | +7.9% | +3.8% |
| 30D | +13.7% | -3.4% | +17.1% | +13.7% |
| 3M | +18.0% | +61.8% | -43.8% | +16.6% |
| 6M | +32.2% | +17.0% | +15.2% | +31.2% |
| YTD | +93.6% | +31.4% | +62.2% | +91.9% |
| 1Y | +115.9% | +42.7% | +73.3% | +105.0% |
| All | +115.9% | +45.2% | +70.8% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling