+3.2%
C vs BTG
+392.0%
-388.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +0.1% | +36.8% | -36.8% | -2.2% |
| 3M | +2.4% | +23.1% | -20.7% | +0.7% |
| 6M | +24.9% | +3.5% | +21.5% | +23.9% |
| YTD | +19.8% | +25.5% | -5.7% | +17.0% |
| 1Y | +44.9% | +40.1% | +4.8% | +40.1% |
| 3Y | +263.0% | +101.1% | +161.9% | +239.0% |
| 5Y | +129.5% | +70.6% | +58.9% | +115.0% |
| 10Y | +291.6% | +152.1% | +139.5% | +242.7% |
| All | +3.2% | +392.0% | -388.8% | -50.7% |
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