+61.9%
D vs BTG
+101.2%
-39.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.8% |
| 7D | +0.8% | +4.8% | -4.0% | +0.4% |
| 30D | -0.7% | +8.3% | -9.1% | -1.4% |
| 3M | +2.1% | +32.3% | -30.2% | -0.2% |
| 6M | +6.8% | +3.0% | +3.9% | +6.1% |
| YTD | +16.5% | +21.9% | -5.4% | +13.5% |
| 1Y | +19.2% | +28.2% | -9.0% | +14.9% |
| 3Y | +61.9% | +99.9% | -38.0% | +42.5% |
| All | +61.9% | +101.2% | -39.4% | +42.5% |
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 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