+233.7%
DD vs BTG
+378.0%
-144.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.1% |
| 7D | -0.6% | +4.8% | -5.4% | -1.1% |
| 30D | -7.4% | +8.3% | -15.8% | -8.2% |
| 3M | -6.4% | +32.3% | -38.7% | -9.3% |
| 6M | -2.5% | +3.0% | -5.4% | -3.4% |
| YTD | +10.2% | +21.9% | -11.7% | +7.2% |
| 1Y | +36.9% | +28.2% | +8.8% | +32.0% |
| 3Y | +47.0% | +99.9% | -52.9% | +34.6% |
| 5Y | +63.1% | +73.6% | -10.4% | +49.8% |
| 10Y | +68.2% | +136.5% | -68.4% | +44.3% |
| All | +233.7% | +378.0% | -144.2% | +142.6% |
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