+25.3%
DG vs BTG
+38.4%
-13.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +8.4% | -0.9% | +9.3% | +8.4% |
| 30D | +4.9% | +36.8% | -31.9% | +2.9% |
| 3M | +29.3% | +23.1% | +6.2% | +27.8% |
| 6M | -11.3% | +3.5% | -14.7% | -10.9% |
| YTD | +1.8% | +25.5% | -23.7% | -0.5% |
| 1Y | +25.3% | +40.1% | -14.8% | +21.5% |
| All | +25.3% | +38.4% | -13.0% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling