+851.5%
DE vs BTG
+159.3%
+692.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | -3.8% | +1.2% | -2.3% |
| 30D | +9.0% | +3.6% | +5.4% | +8.7% |
| 3M | +19.1% | +32.0% | -12.9% | +16.4% |
| 6M | +14.4% | +3.4% | +11.0% | +13.4% |
| YTD | +45.9% | +20.8% | +25.2% | +42.6% |
| 1Y | +43.6% | +22.4% | +21.2% | +39.7% |
| 3Y | +75.9% | +91.7% | -15.8% | +63.6% |
| 5Y | +98.8% | +79.0% | +19.8% | +84.8% |
| All | +851.5% | +159.3% | +692.2% | +802.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling