+350.2%
CG vs BTG
+97.9%
+252.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -4.3% | -0.9% | -3.4% | -4.3% |
| 30D | -5.1% | +36.8% | -41.9% | -7.2% |
| 3M | +8.7% | +23.1% | -14.4% | +6.9% |
| 6M | -9.2% | +3.5% | -12.7% | -9.9% |
| YTD | -18.9% | +25.5% | -44.4% | -20.6% |
| 1Y | -25.6% | +40.1% | -65.7% | -27.9% |
| 3Y | +57.3% | +101.1% | -43.8% | +48.3% |
| 5Y | +10.2% | +70.6% | -60.4% | +4.1% |
| 10Y | +364.2% | +152.1% | +212.1% | +334.7% |
| All | +350.2% | +97.9% | +252.2% | +316.0% |
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