+18.4%
BX vs BTG
+78.0%
-59.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | -3.8% | -1.9% | -5.0% |
| 30D | -12.2% | +3.6% | -15.9% | -12.9% |
| 3M | +7.4% | +32.0% | -24.6% | +1.8% |
| 6M | +22.2% | +3.4% | +18.8% | +19.8% |
| YTD | -14.0% | +20.8% | -34.8% | -18.6% |
| 1Y | -27.3% | +22.4% | -49.7% | -32.0% |
| 3Y | +24.5% | +91.7% | -67.2% | +2.5% |
| All | +18.4% | +78.0% | -59.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling