+206.8%
D vs BTG
+336.6%
-129.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | -3.1% | -5.9% | +2.8% | -2.8% |
| 30D | +8.4% | -5.0% | +13.3% | +8.5% |
| 3M | +0.2% | -4.5% | +4.7% | +0.2% |
| 6M | +9.5% | -7.0% | +16.5% | +9.4% |
| YTD | +18.8% | +11.4% | +7.5% | +17.3% |
| 1Y | +14.7% | +20.1% | -5.4% | +12.7% |
| 3Y | +72.9% | +81.5% | -8.5% | +65.3% |
| 5Y | +13.1% | +32.1% | -19.0% | +9.0% |
| 10Y | +47.2% | +166.4% | -119.2% | +36.4% |
| All | +206.8% | +336.6% | -129.8% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling