+106.0%
BTSG vs FGI
+46.9%
+59.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.0% |
| 7D | +0.4% | -7.0% | +7.3% | +0.4% |
| 30D | +5.3% | -4.2% | +9.5% | +5.2% |
| 3M | +10.8% | +55.6% | -44.8% | +9.5% |
| 6M | +27.3% | -3.2% | +30.5% | +26.8% |
| YTD | +79.3% | +29.1% | +50.2% | +77.7% |
| 1Y | +106.0% | +51.0% | +55.0% | +95.7% |
| All | +106.0% | +46.9% | +59.1% | +95.7% |
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