+1,738.0%
BX vs BTG
+385.9%
+1,352.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.3% | -3.8% |
| 7D | -5.7% | +2.4% | -8.1% | -5.9% |
| 30D | -8.9% | +9.5% | -18.4% | -9.9% |
| 3M | +8.4% | +38.5% | -30.1% | +4.2% |
| 6M | +18.9% | +5.6% | +13.3% | +17.2% |
| YTD | -13.6% | +23.9% | -37.6% | -16.7% |
| 1Y | -22.4% | +32.1% | -54.6% | -26.1% |
| 3Y | +26.0% | +103.2% | -77.2% | +12.7% |
| 5Y | +18.8% | +79.7% | -60.9% | +6.5% |
| 10Y | +668.7% | +159.1% | +509.6% | +525.9% |
| All | +1,738.0% | +385.9% | +1,352.1% | +568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling