+661.1%
BX vs BTG
+159.3%
+501.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | -3.8% | -1.9% | -5.2% |
| 30D | -12.2% | +3.6% | -15.9% | -12.6% |
| 3M | +7.4% | +32.0% | -24.6% | +3.8% |
| 6M | +22.2% | +3.4% | +18.8% | +20.6% |
| YTD | -14.0% | +20.8% | -34.8% | -16.8% |
| 1Y | -27.3% | +22.4% | -49.7% | -30.1% |
| 3Y | +24.5% | +91.7% | -67.2% | +12.3% |
| 5Y | +18.9% | +79.0% | -60.1% | +7.1% |
| All | +661.1% | +159.3% | +501.8% | +585.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling