+13.5%
D vs BTG
+33.0%
-19.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +9.0% | -1.1% | +10.1% | +8.9% |
| 3M | +1.0% | +2.5% | -1.6% | +0.3% |
| 6M | +11.0% | -3.1% | +14.1% | +10.5% |
| YTD | +19.8% | +16.3% | +3.5% | +15.9% |
| 1Y | +16.0% | +27.6% | -11.7% | +10.7% |
| 3Y | +74.4% | +89.5% | -15.2% | +54.0% |
| 5Y | +13.5% | +33.6% | -20.0% | +6.4% |
| All | +13.5% | +33.0% | -19.5% | +6.4% |
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