+549.5%
BTSG vs FGI
+0.2%
+549.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -1.6% |
| 7D | +8.5% | +13.5% | -5.0% | +8.4% |
| 30D | +14.0% | +17.1% | -3.1% | +13.9% |
| 3M | +19.7% | +78.0% | -58.3% | +18.6% |
| 6M | +28.7% | +46.4% | -17.7% | +27.6% |
| YTD | +90.8% | +47.7% | +43.1% | +88.4% |
| 1Y | +112.4% | +56.8% | +55.6% | +109.4% |
| All | +549.5% | +0.2% | +549.3% | +552.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling