+45.0%
CG vs BTG
+82.1%
-37.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +0.2% | -9.1% | +9.3% | +1.7% |
| 30D | +11.2% | -1.6% | +12.8% | +11.2% |
| 3M | -22.1% | -2.8% | -19.3% | -22.0% |
| 6M | -17.9% | -7.6% | -10.3% | -17.6% |
| YTD | -31.3% | +10.2% | -41.5% | -34.3% |
| 1Y | -24.0% | +21.3% | -45.2% | -28.6% |
| 3Y | +45.0% | +82.7% | -37.7% | +21.9% |
| All | +45.0% | +82.1% | -37.1% | +21.9% |
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