+3.7%
CG vs BTG
+75.0%
-71.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.9% |
| 7D | -9.8% | -5.5% | -4.3% | -8.9% |
| 30D | -10.3% | +6.1% | -16.4% | -11.3% |
| 3M | -1.7% | +38.6% | -40.3% | -7.9% |
| 6M | -9.8% | +0.7% | -10.5% | -11.1% |
| YTD | -25.6% | +20.3% | -45.9% | -29.9% |
| 1Y | -32.5% | +25.0% | -57.6% | -37.4% |
| 3Y | +45.6% | +97.3% | -51.7% | +18.5% |
| 5Y | +3.7% | +78.3% | -74.7% | -13.5% |
| All | +3.7% | +75.0% | -71.3% | -13.5% |
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