+3.9%
D vs BTG
+75.0%
-71.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.8% |
| 7D | -0.4% | +2.4% | -2.8% | -0.7% |
| 30D | -2.1% | +9.5% | -11.6% | -3.0% |
| 3M | -0.7% | +38.5% | -39.2% | -4.2% |
| 6M | +5.6% | +5.6% | -0.1% | +4.2% |
| YTD | +14.6% | +23.9% | -9.4% | +10.4% |
| 1Y | +15.3% | +32.1% | -16.8% | +9.6% |
| 3Y | +59.1% | +103.2% | -44.1% | +39.4% |
| 5Y | +3.9% | +79.7% | -75.8% | -8.5% |
| All | +3.9% | +75.0% | -71.1% | -8.5% |
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 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