+269.3%
C vs BTG
+101.2%
+168.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.5% |
| 7D | +3.2% | +4.8% | -1.6% | +2.8% |
| 30D | +1.3% | +8.3% | -7.1% | +0.5% |
| 3M | +3.1% | +32.3% | -29.2% | +0.2% |
| 6M | +29.6% | +3.0% | +26.7% | +28.0% |
| YTD | +19.0% | +21.9% | -3.0% | +15.7% |
| 1Y | +45.6% | +28.2% | +17.5% | +40.5% |
| 3Y | +269.3% | +99.9% | +169.4% | +238.1% |
| All | +269.3% | +101.2% | +168.1% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling