+305.2%
CG vs BTG
+159.3%
+145.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -9.9% | -3.8% | -6.1% | -9.5% |
| 30D | -11.7% | +3.6% | -15.3% | -12.0% |
| 3M | -4.3% | +32.0% | -36.3% | -7.4% |
| 6M | -8.8% | +3.4% | -12.1% | -9.8% |
| YTD | -26.9% | +20.8% | -47.6% | -29.2% |
| 1Y | -35.4% | +22.4% | -57.8% | -37.8% |
| 3Y | +43.0% | +91.7% | -48.7% | +29.9% |
| 5Y | +1.9% | +79.0% | -77.1% | -7.5% |
| All | +305.2% | +159.3% | +145.9% | +270.6% |
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