-8.5%
BX vs BTG
+24.4%
-32.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.7% | -2.5% | +5.0% |
| 7D | +8.3% | -0.2% | +8.5% | +8.2% |
| 30D | +13.5% | -0.8% | +14.3% | +13.3% |
| 3M | -7.6% | +31.8% | -39.4% | -11.6% |
| 6M | +4.0% | +20.4% | -16.4% | +0.5% |
| YTD | -15.2% | +14.7% | -29.9% | -17.6% |
| 1Y | -8.5% | +29.4% | -37.8% | -12.2% |
| All | -8.5% | +24.4% | -32.8% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling