+58.5%
DD vs BTG
+75.0%
-16.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -2.9% | -5.5% | +2.6% | -1.9% |
| 30D | -11.5% | +6.1% | -17.6% | -12.6% |
| 3M | -5.4% | +38.6% | -44.0% | -11.8% |
| 6M | -6.9% | +0.7% | -7.6% | -8.4% |
| YTD | +6.9% | +20.3% | -13.5% | +1.3% |
| 1Y | +35.6% | +25.0% | +10.6% | +26.3% |
| 3Y | +42.5% | +97.3% | -54.8% | +17.4% |
| 5Y | +58.5% | +78.3% | -19.9% | +35.2% |
| All | +58.5% | +75.0% | -16.5% | +35.2% |
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