+113.6%
C vs BTG
+33.0%
+80.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | -5.3% | -1.1% | -4.2% | -5.4% |
| 3M | -8.0% | +2.5% | -10.6% | -8.6% |
| 6M | -0.3% | -3.1% | +2.8% | -0.9% |
| YTD | +8.6% | +16.3% | -7.6% | +4.6% |
| 1Y | +25.8% | +27.6% | -1.8% | +19.6% |
| 3Y | +221.2% | +89.5% | +131.6% | +178.9% |
| 5Y | +113.6% | +33.6% | +80.0% | +85.4% |
| All | +113.6% | +33.0% | +80.5% | +85.4% |
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 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