+49.1%
D vs BTG
+164.8%
-115.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.4% | -9.1% | +7.7% | -0.7% |
| 30D | +7.7% | -1.6% | +9.3% | +7.7% |
| 3M | -0.3% | -2.8% | +2.5% | -0.4% |
| 6M | +10.1% | -7.6% | +17.7% | +10.0% |
| YTD | +19.1% | +10.2% | +8.8% | +16.5% |
| 1Y | +15.9% | +21.3% | -5.4% | +12.3% |
| 3Y | +75.0% | +82.7% | -7.7% | +61.0% |
| 5Y | +13.4% | +30.8% | -17.4% | +6.1% |
| All | +49.1% | +164.8% | -115.7% | +31.7% |
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 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