+294.7%
C vs BTG
+147.2%
+147.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +2.6% | +2.4% | +0.2% | +2.5% |
| 30D | +1.9% | +9.5% | -7.6% | +1.4% |
| 3M | +2.8% | +38.5% | -35.7% | +1.1% |
| 6M | +30.6% | +5.6% | +24.9% | +29.6% |
| YTD | +19.9% | +23.9% | -4.1% | +18.1% |
| 1Y | +44.6% | +32.1% | +12.4% | +41.8% |
| 3Y | +272.1% | +103.2% | +168.9% | +256.9% |
| 5Y | +132.0% | +79.7% | +52.3% | +123.2% |
| 10Y | +294.7% | +159.1% | +135.5% | +298.1% |
| All | +294.7% | +147.2% | +147.4% | +298.1% |
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