+76.0%
D vs BTG
+92.1%
-16.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.5% |
| 30D | +9.0% | -1.1% | +10.1% | +8.9% |
| 3M | +1.0% | +2.5% | -1.6% | +0.5% |
| 6M | +11.0% | -3.1% | +14.1% | +10.8% |
| YTD | +19.8% | +16.3% | +3.5% | +17.1% |
| 1Y | +16.0% | +27.6% | -11.7% | +12.3% |
| All | +76.0% | +92.1% | -16.0% | +61.9% |
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