+199.2%
D vs BTG
+392.0%
-192.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.5% | -0.9% | +2.3% | +1.5% |
| 30D | -2.6% | +36.8% | -39.4% | -4.1% |
| 3M | 0.0% | +23.1% | -23.1% | -1.2% |
| 6M | +7.4% | +3.5% | +3.9% | +6.7% |
| YTD | +15.9% | +25.5% | -9.6% | +13.9% |
| 1Y | +18.1% | +40.1% | -22.0% | +15.3% |
| 3Y | +58.4% | +101.1% | -42.7% | +50.9% |
| 5Y | +5.2% | +70.6% | -65.4% | +0.4% |
| 10Y | +35.9% | +152.1% | -116.3% | +25.9% |
| All | +199.2% | +392.0% | -192.8% | +170.6% |
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